+188.9%
RBA vs USFR
+28.0%
+160.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.2% |
| 30D | -9.8% | +0.3% | -10.1% | -9.7% |
| 3M | -23.5% | +1.0% | -24.4% | -23.2% |
| 6M | -21.5% | +1.9% | -23.4% | -21.1% |
| YTD | -21.2% | +2.7% | -23.8% | -20.6% |
| 1Y | -30.2% | +4.0% | -34.2% | -29.5% |
| 3Y | +25.3% | +14.1% | +11.3% | +30.1% |
| 5Y | +35.1% | +20.5% | +14.6% | +44.6% |
| All | +188.9% | +28.0% | +160.9% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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