+9.9%
FOXA vs RBA
-29.1%
+39.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -5.4% | -1.9% | -3.5% | -5.1% |
| 30D | +1.1% | -13.0% | +14.1% | +3.5% |
| 3M | -6.1% | -23.1% | +17.0% | -2.5% |
| 6M | +8.2% | -22.6% | +30.8% | +12.5% |
| YTD | -11.8% | -20.4% | +8.6% | -8.1% |
| 1Y | +9.9% | -29.6% | +39.5% | +17.6% |
| All | +9.9% | -29.1% | +39.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling