+87.4%
BAC vs RBA
+42.3%
+45.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.2% | +4.3% | -5.5% | -2.2% |
| 30D | -7.7% | +16.3% | -24.0% | -11.2% |
| 3M | -21.2% | +1.3% | -22.5% | -21.6% |
| 6M | -6.8% | -11.1% | +4.2% | -5.0% |
| YTD | -8.7% | -8.5% | -0.2% | -8.1% |
| 1Y | -5.3% | -2.1% | -3.2% | -6.7% |
| 3Y | +87.4% | +44.6% | +42.9% | +73.4% |
| All | +87.4% | +42.3% | +45.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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