-64.2%
BAX vs RBA
+45.7%
-109.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | +0.1% | +1.7% | -1.7% | -0.3% |
| 30D | +4.1% | +8.3% | -4.3% | +1.9% |
| 3M | -4.5% | +10.5% | -15.1% | -7.1% |
| 6M | +49.2% | -5.9% | +55.1% | +50.8% |
| YTD | +35.2% | -6.9% | +42.1% | +37.8% |
| 1Y | +38.3% | -4.9% | +43.1% | +40.3% |
| 3Y | -19.0% | +64.5% | -83.5% | -24.0% |
| All | -64.2% | +45.7% | -109.9% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling