+261.6%
BN vs RBA
+182.6%
+79.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.8% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | -10.9% | -13.2% | +2.3% | -6.2% |
| 3M | -11.1% | -21.4% | +10.3% | -3.8% |
| 6M | -4.4% | -20.9% | +16.5% | +3.1% |
| YTD | -14.1% | -19.9% | +5.7% | -8.4% |
| 1Y | -11.1% | -28.7% | +17.6% | -0.9% |
| 3Y | +75.6% | +27.4% | +48.1% | +56.3% |
| 5Y | +35.8% | +41.7% | -5.9% | +12.9% |
| 10Y | +261.6% | +189.6% | +72.0% | +112.8% |
| All | +261.6% | +182.6% | +79.0% | +112.8% |
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