+224.7%
RBA vs FDS
+135.1%
+89.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +2.5% | -5.0% | +7.5% | +4.1% |
| 30D | +11.6% | +13.8% | -2.2% | +7.0% |
| 3M | +1.5% | +14.8% | -13.3% | -3.3% |
| 6M | -6.6% | +47.4% | -54.0% | -19.2% |
| YTD | -6.3% | +14.2% | -20.4% | -12.3% |
| 1Y | -4.0% | +26.6% | -30.6% | -14.1% |
| 3Y | +47.3% | -24.4% | +71.7% | +59.6% |
| 5Y | +47.7% | -22.6% | +70.3% | +56.1% |
| 10Y | +224.7% | +130.0% | +94.7% | +118.8% |
| All | +224.7% | +135.1% | +89.6% | +118.8% |
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