-34.4%
BAX vs RBA
+209.3%
-243.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | +6.3% | +9.0% | -2.7% | +4.3% |
| 3M | -4.6% | +7.2% | -11.7% | -6.1% |
| 6M | +50.4% | -7.8% | +58.1% | +52.3% |
| YTD | +38.0% | -6.4% | +44.4% | +39.8% |
| 1Y | +44.6% | -4.2% | +48.8% | +45.9% |
| 3Y | -15.1% | +64.1% | -79.2% | -21.4% |
| 5Y | -63.3% | +48.4% | -111.7% | -66.0% |
| 10Y | -34.4% | +209.9% | -244.3% | -49.0% |
| All | -34.4% | +209.3% | -243.7% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling