+204.8%
RBA vs USFR
+28.5%
+176.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +6.8% | +0.4% | +6.5% | +7.0% |
| 3M | +9.5% | +1.0% | +8.4% | +9.8% |
| 6M | -8.2% | +2.0% | -10.2% | -7.6% |
| YTD | -7.7% | +3.4% | -11.2% | -6.8% |
| 1Y | -6.9% | +4.1% | -11.0% | -5.8% |
| 3Y | +61.6% | +14.4% | +47.2% | +68.1% |
| 5Y | +44.7% | +21.4% | +23.3% | +55.9% |
| All | +204.8% | +28.5% | +176.2% | +226.5% |
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