+191.4%
BAX vs RBA
+4,003.4%
-3,812.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | +12.1% | +4.3% | +7.9% | +11.5% |
| 30D | +7.6% | +16.3% | -8.7% | +5.1% |
| 3M | -4.5% | +1.3% | -5.8% | -4.8% |
| 6M | +52.0% | -11.1% | +63.1% | +54.3% |
| YTD | +35.1% | -8.5% | +43.6% | +36.8% |
| 1Y | +43.7% | -2.1% | +45.8% | +44.2% |
| 3Y | -20.9% | +44.6% | -65.5% | -25.0% |
| 5Y | -63.5% | +36.8% | -100.4% | -65.6% |
| 10Y | -36.0% | +227.3% | -263.3% | -47.3% |
| All | +191.4% | +4,003.4% | -3,812.0% | +102.6% |
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