-28.7%
RBA vs FDS
-20.8%
-7.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.7% |
| 7D | -1.1% | -5.4% | +4.3% | -0.7% |
| 30D | -13.2% | +1.6% | -14.8% | -13.3% |
| 3M | -21.4% | +17.7% | -39.1% | -21.7% |
| 6M | -20.9% | +29.1% | -49.9% | -21.8% |
| YTD | -19.9% | +1.0% | -20.8% | -18.0% |
| 1Y | -28.7% | -21.6% | -7.0% | -28.7% |
| All | -28.7% | -20.8% | -7.9% | -28.7% |
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