+22.1%
BAC vs RBA
+48.4%
-26.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 3M | -20.4% | +7.2% | -27.6% | -21.9% |
| 6M | +1.3% | -7.8% | +9.0% | +2.3% |
| YTD | -6.4% | -6.4% | 0.0% | -6.1% |
| 1Y | -3.5% | -4.2% | +0.7% | -3.9% |
| 3Y | +96.7% | +64.1% | +32.6% | +73.1% |
| All | +22.1% | +48.4% | -26.3% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling