+41.7%
RBA vs USFR
+20.5%
+21.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -13.2% | +0.3% | -13.5% | -13.5% |
| 3M | -21.4% | +1.0% | -22.3% | -22.4% |
| 6M | -20.9% | +1.9% | -22.8% | -23.1% |
| YTD | -19.9% | +2.7% | -22.5% | -23.2% |
| 1Y | -28.7% | +4.0% | -32.7% | -33.6% |
| 3Y | +27.4% | +14.0% | +13.4% | +0.8% |
| 5Y | +41.7% | +20.4% | +21.3% | +8.7% |
| All | +41.7% | +20.5% | +21.3% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling