+377.3%
RBA vs USFR
+27.5%
+349.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -12.3% | +0.3% | -12.6% | -12.3% |
| 3M | -20.5% | +1.0% | -21.5% | -20.5% |
| 6M | -18.5% | +1.9% | -20.5% | -18.5% |
| YTD | -18.2% | +2.6% | -20.8% | -18.2% |
| 1Y | -27.5% | +4.0% | -31.5% | -27.4% |
| 3Y | +38.1% | +14.1% | +24.0% | +38.7% |
| 5Y | +44.8% | +20.4% | +24.4% | +46.2% |
| 10Y | +187.1% | +28.0% | +159.1% | +190.1% |
| All | +377.3% | +27.5% | +349.8% | +367.0% |
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