+272.6%
BAC vs RBA
+3,565.6%
-3,293.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.1% | -2.9% | +4.0% | +2.2% |
| 30D | -0.4% | -12.3% | +11.9% | +4.4% |
| 3M | +16.9% | -20.5% | +37.4% | +25.9% |
| 6M | +26.6% | -18.5% | +45.2% | +34.8% |
| YTD | +15.8% | -18.2% | +34.0% | +22.7% |
| 1Y | +27.2% | -27.5% | +54.7% | +40.7% |
| 3Y | +132.4% | +38.1% | +94.3% | +97.0% |
| 5Y | +72.6% | +44.8% | +27.8% | +37.4% |
| 10Y | +389.7% | +187.1% | +202.6% | +176.1% |
| All | +272.6% | +3,565.6% | -3,293.0% | +5.3% |
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