-2.2%
FRSH vs RBA
-26.5%
+24.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.9% |
| 7D | -8.2% | -2.9% | -5.2% | -7.0% |
| 30D | +10.5% | -12.3% | +22.8% | +16.6% |
| 3M | +32.7% | -20.5% | +53.3% | +44.9% |
| 6M | +50.3% | -18.5% | +68.8% | +61.6% |
| YTD | +3.9% | -18.2% | +22.1% | +15.3% |
| 1Y | -2.2% | -27.5% | +25.4% | +7.3% |
| All | -2.2% | -26.5% | +24.4% | +7.3% |
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