+3,991.3%
RBA vs FDS
+6,303.6%
-2,312.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.6% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +16.3% | +20.2% | -3.9% | +12.2% |
| 3M | +1.3% | +19.9% | -18.6% | -2.5% |
| 6M | -11.1% | +56.2% | -67.2% | -19.4% |
| YTD | -8.5% | +14.6% | -23.0% | -12.6% |
| 1Y | -2.1% | +31.6% | -33.7% | -9.3% |
| 3Y | +44.6% | -23.8% | +68.4% | +48.8% |
| 5Y | +36.8% | -22.6% | +59.4% | +39.7% |
| 10Y | +227.3% | +139.3% | +88.0% | +172.2% |
| All | +3,991.3% | +6,303.6% | -2,312.3% | +2,215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling