-6.9%
RBA vs USFR
+4.1%
-11.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.1% |
| 30D | +6.8% | +0.4% | +6.5% | +10.4% |
| 3M | +9.5% | +1.0% | +8.4% | +21.2% |
| 6M | -8.2% | +2.0% | -10.2% | +15.0% |
| YTD | -7.7% | +3.4% | -11.2% | +36.3% |
| 1Y | -6.9% | +4.1% | -11.0% | +43.0% |
| All | -6.9% | +4.1% | -11.0% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling