+186.7%
RBA vs FDS
+87.3%
+99.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.4% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | -12.3% | +9.0% | -21.3% | -14.8% |
| 3M | -20.5% | +18.9% | -39.4% | -25.5% |
| 6M | -18.5% | +35.1% | -53.7% | -27.9% |
| YTD | -18.2% | +5.5% | -23.7% | -21.3% |
| 1Y | -27.5% | -16.8% | -10.7% | -24.0% |
| 3Y | +38.1% | -28.1% | +66.1% | +52.0% |
| 5Y | +44.8% | -17.4% | +62.2% | +48.5% |
| All | +186.7% | +87.3% | +99.4% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling