+434.4%
RBA vs USFR
+28.5%
+405.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +16.3% | +0.4% | +15.9% | +16.3% |
| 3M | +1.3% | +1.1% | +0.3% | +1.4% |
| 6M | -11.1% | +2.1% | -13.1% | -11.0% |
| YTD | -8.5% | +3.4% | -11.9% | -8.3% |
| 1Y | -2.1% | +4.1% | -6.2% | -2.0% |
| 3Y | +44.6% | +14.4% | +30.2% | +45.2% |
| 5Y | +36.8% | +21.3% | +15.5% | +38.2% |
| 10Y | +227.3% | +28.5% | +198.8% | +230.9% |
| All | +434.4% | +28.5% | +405.8% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling