+191.9%
BAX vs RBA
+3,565.6%
-3,373.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.7% |
| 30D | -5.5% | -12.3% | +6.8% | -3.6% |
| 3M | +33.5% | -20.5% | +54.1% | +38.0% |
| 6M | +35.9% | -18.5% | +54.4% | +39.9% |
| YTD | +35.4% | -18.2% | +53.6% | +39.6% |
| 1Y | +9.8% | -27.5% | +37.3% | +15.0% |
| 3Y | -32.7% | +38.1% | -70.8% | -35.6% |
| 5Y | -65.6% | +44.8% | -110.3% | -67.7% |
| 10Y | -34.9% | +187.1% | -222.0% | -45.3% |
| All | +191.9% | +3,565.6% | -3,373.7% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling