-3.0%
RBA vs FDS
+31.1%
-34.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.8% |
| 7D | +12.7% | +9.4% | +3.2% | +11.9% |
| 30D | +15.5% | +23.8% | -8.2% | +13.8% |
| 3M | -14.0% | +25.1% | -39.2% | -15.4% |
| 6M | -8.8% | +53.8% | -62.6% | -10.4% |
| YTD | -6.9% | +19.6% | -26.5% | -5.2% |
| 1Y | -3.0% | +31.6% | -34.6% | -4.9% |
| All | -3.0% | +31.1% | -34.1% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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