-5.8%
BN vs RBA
-5.8%
0.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | -1.0% | +1.7% | -2.7% | -1.4% |
| 30D | +14.0% | +8.3% | +5.6% | +11.9% |
| 3M | -9.0% | +10.5% | -19.6% | -11.1% |
| 6M | -8.8% | -5.9% | -3.0% | -9.0% |
| YTD | -10.3% | -6.9% | -3.4% | -13.5% |
| 1Y | -5.8% | -4.9% | -0.9% | -9.8% |
| All | -5.8% | -5.8% | 0.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling