+201.3%
BAC vs RBA
+4,118.8%
-3,917.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.1% | +3.2% | -1.2% | +0.9% |
| 30D | -6.7% | +12.0% | -18.7% | -10.8% |
| 3M | -20.2% | +2.9% | -23.1% | -21.5% |
| 6M | -0.2% | -6.3% | +6.1% | +0.7% |
| YTD | -6.4% | -5.9% | -0.5% | -6.2% |
| 1Y | -3.1% | -3.9% | +0.8% | -3.8% |
| 3Y | +96.7% | +64.9% | +31.9% | +56.1% |
| 5Y | +21.3% | +48.5% | -27.2% | -3.9% |
| 10Y | +237.7% | +211.8% | +25.9% | +84.5% |
| All | +201.3% | +4,118.8% | -3,917.6% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling