+209.9%
RBA vs FDS
+132.8%
+77.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.4% |
| 7D | +0.6% | -2.1% | +2.7% | +1.3% |
| 30D | +9.0% | +16.0% | -7.0% | +3.9% |
| 3M | +7.2% | +18.8% | -11.6% | +0.9% |
| 6M | -7.8% | +54.1% | -61.9% | -21.3% |
| YTD | -6.4% | +17.0% | -23.4% | -13.1% |
| 1Y | -4.2% | +25.5% | -29.7% | -13.8% |
| 3Y | +64.1% | -23.3% | +87.4% | +77.2% |
| 5Y | +48.4% | -22.6% | +71.0% | +57.2% |
| 10Y | +209.9% | +130.2% | +79.7% | +113.9% |
| All | +209.9% | +132.8% | +77.2% | +113.9% |
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 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