+96.6%
BAC vs RBA
+64.0%
+32.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -7.2% | +9.0% | -16.1% | -9.3% |
| 3M | -20.4% | +7.2% | -27.6% | -22.1% |
| 6M | +1.3% | -7.8% | +9.0% | +2.3% |
| YTD | -6.4% | -6.4% | 0.0% | -6.4% |
| 1Y | -3.5% | -4.2% | +0.7% | -4.3% |
| All | +96.6% | +64.0% | +32.5% | +72.7% |
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