-30.0%
BAX vs RBA
+36.9%
-66.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.1% | -2.9% | +1.8% | 0.0% |
| 30D | -5.5% | -12.3% | +6.8% | -0.8% |
| 3M | +33.5% | -20.5% | +54.1% | +44.6% |
| 6M | +35.9% | -18.5% | +54.4% | +45.3% |
| YTD | +35.4% | -18.2% | +53.6% | +46.1% |
| 1Y | +9.8% | -27.5% | +37.3% | +22.5% |
| All | -30.0% | +36.9% | -66.9% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling