-37.1%
BAX vs RBA
+182.6%
-219.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.3% |
| 7D | -2.4% | -1.1% | -1.4% | -2.2% |
| 30D | -9.7% | -13.2% | +3.5% | -7.1% |
| 3M | +29.3% | -21.4% | +50.6% | +35.5% |
| 6M | +40.7% | -20.9% | +61.5% | +47.2% |
| YTD | +30.3% | -19.9% | +50.1% | +36.5% |
| 1Y | +3.4% | -28.7% | +32.1% | +10.5% |
| 3Y | -32.0% | +27.4% | -59.4% | -34.1% |
| 5Y | -66.9% | +41.7% | -108.6% | -68.9% |
| 10Y | -37.1% | +189.6% | -226.7% | -51.2% |
| All | -37.1% | +182.6% | -219.6% | -51.2% |
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