-46.3%
FRSH vs RBA
+26.3%
-72.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -9.6% | -1.9% | -7.7% | -8.8% |
| 30D | -0.4% | -13.0% | +12.6% | +5.0% |
| 3M | +27.2% | -23.1% | +50.3% | +40.1% |
| 6M | +42.2% | -22.6% | +64.8% | +55.8% |
| YTD | -2.6% | -20.4% | +17.8% | +6.1% |
| 1Y | -10.2% | -29.6% | +19.4% | +2.1% |
| All | -46.3% | +26.3% | -72.6% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling