+290.2%
BN vs RBA
+207.2%
+83.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.0% |
| 7D | -1.0% | +1.7% | -2.7% | -1.6% |
| 30D | +14.0% | +8.3% | +5.6% | +10.6% |
| 3M | -9.0% | +10.5% | -19.6% | -12.6% |
| 6M | -8.8% | -5.9% | -3.0% | -7.9% |
| YTD | -10.3% | -6.9% | -3.4% | -9.7% |
| 1Y | -5.8% | -4.9% | -0.9% | -6.0% |
| 3Y | +94.8% | +64.5% | +30.3% | +57.6% |
| 5Y | +31.5% | +46.1% | -14.6% | +8.0% |
| All | +290.2% | +207.2% | +83.1% | +124.0% |
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