+211.8%
RBA vs USFR
+28.5%
+183.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +12.0% | +0.4% | +11.6% | +12.2% |
| 3M | +2.9% | +1.1% | +1.8% | +3.3% |
| 6M | -6.3% | +2.1% | -8.3% | -5.6% |
| YTD | -5.9% | +3.4% | -9.3% | -4.9% |
| 1Y | -3.9% | +4.1% | -8.0% | -2.8% |
| 3Y | +64.9% | +14.4% | +50.5% | +71.5% |
| 5Y | +48.5% | +21.4% | +27.1% | +59.9% |
| 10Y | +211.8% | +28.5% | +183.3% | +234.2% |
| All | +211.8% | +28.5% | +183.3% | +234.2% |
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