+44.6%
RBA vs USFR
+14.4%
+30.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.4% |
| 7D | +4.3% | +0.1% | +4.2% | +3.8% |
| 30D | +16.3% | +0.4% | +15.9% | +14.3% |
| 3M | +1.3% | +1.1% | +0.3% | -3.3% |
| 6M | -11.1% | +2.1% | -13.1% | -19.4% |
| YTD | -8.5% | +3.4% | -11.9% | -24.4% |
| 1Y | -2.1% | +4.1% | -6.2% | -23.6% |
| 3Y | +44.6% | +14.4% | +30.2% | -74.4% |
| All | +44.6% | +14.4% | +30.1% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling