-36.8%
BAX vs RBA
+224.6%
-261.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | +12.1% | +4.3% | +7.9% | +11.2% |
| 30D | +7.6% | +16.3% | -8.7% | +4.2% |
| 3M | -4.5% | +1.3% | -5.8% | -4.9% |
| 6M | +52.0% | -11.1% | +63.1% | +55.1% |
| YTD | +35.1% | -8.5% | +43.6% | +37.5% |
| 1Y | +43.7% | -2.1% | +45.8% | +44.6% |
| 3Y | -20.9% | +44.6% | -65.5% | -25.4% |
| 5Y | -63.5% | +36.8% | -100.4% | -65.8% |
| All | -36.8% | +224.6% | -261.4% | -50.2% |
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