+289.2%
BN vs RBA
+225.5%
+63.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +4.3% | +3.2% | +1.1% | +3.1% |
| 30D | +14.3% | +12.0% | +2.3% | +9.5% |
| 3M | -4.1% | +2.9% | -7.0% | -5.4% |
| 6M | -9.7% | -6.3% | -3.4% | -8.6% |
| YTD | -7.1% | -5.9% | -1.3% | -6.9% |
| 1Y | -7.4% | -3.9% | -3.5% | -8.0% |
| 3Y | +102.3% | +64.9% | +37.5% | +63.5% |
| 5Y | +35.9% | +48.5% | -12.5% | +11.0% |
| 10Y | +289.2% | +211.8% | +77.4% | +121.3% |
| All | +289.2% | +225.5% | +63.7% | +121.3% |
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