-33.9%
BAX vs RBA
+236.6%
-270.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.9% |
| 7D | +9.0% | +2.5% | +6.5% | +8.5% |
| 30D | +8.5% | +11.6% | -3.1% | +5.9% |
| 3M | -4.1% | +1.5% | -5.6% | -4.6% |
| 6M | +46.9% | -6.6% | +53.6% | +48.4% |
| YTD | +38.4% | -6.3% | +44.7% | +40.2% |
| 1Y | +47.0% | -4.0% | +51.0% | +48.3% |
| 3Y | -14.9% | +47.3% | -62.2% | -20.1% |
| 5Y | -62.5% | +47.7% | -110.2% | -65.2% |
| 10Y | -33.9% | +224.7% | -258.6% | -48.8% |
| All | -33.9% | +236.6% | -270.5% | -48.8% |
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