+64.5%
RBA vs FDS
-23.3%
+87.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +1.7% | +1.5% | +0.3% | +1.5% |
| 30D | +8.3% | +14.8% | -6.5% | +5.9% |
| 3M | +10.5% | +16.3% | -5.7% | +7.7% |
| 6M | -5.9% | +66.2% | -72.1% | -14.0% |
| YTD | -6.9% | +16.2% | -23.1% | -7.3% |
| 1Y | -4.9% | +21.8% | -26.7% | -7.0% |
| 3Y | +64.5% | -23.9% | +88.3% | +84.7% |
| All | +64.5% | -23.3% | +87.7% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling