+90.8%
FOXA vs RBA
+180.9%
-90.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -4.0% | -2.9% | -1.0% | -3.3% |
| 30D | +12.0% | -12.3% | +24.3% | +15.3% |
| 3M | +0.3% | -20.5% | +20.8% | +5.1% |
| 6M | +12.5% | -18.5% | +31.0% | +16.9% |
| YTD | -9.6% | -18.2% | +8.6% | -6.2% |
| 1Y | +8.6% | -27.5% | +36.1% | +16.0% |
| 3Y | +118.5% | +38.1% | +80.5% | +98.4% |
| 5Y | +88.8% | +44.8% | +44.0% | +65.7% |
| All | +90.8% | +180.9% | -90.1% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling