-2.1%
RBA vs FDS
+29.3%
-31.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.0% |
| 7D | +4.3% | -0.5% | +4.8% | +4.3% |
| 30D | +16.3% | +20.2% | -3.9% | +15.0% |
| 3M | +1.3% | +19.9% | -18.6% | +0.1% |
| 6M | -11.1% | +56.2% | -67.2% | -12.3% |
| YTD | -8.5% | +14.6% | -23.0% | -6.7% |
| 1Y | -2.1% | +31.6% | -33.7% | -5.1% |
| All | -2.1% | +29.3% | -31.4% | -5.1% |
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