+38.3%
BN vs RBA
+45.3%
-7.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.5% | -2.9% | +0.5% | -1.4% |
| 30D | -9.5% | -12.3% | +2.8% | -5.1% |
| 3M | -10.4% | -20.5% | +10.1% | -3.4% |
| 6M | -6.4% | -18.5% | +12.2% | -0.2% |
| YTD | -11.9% | -18.2% | +6.4% | -6.9% |
| 1Y | -8.6% | -27.5% | +18.9% | +1.4% |
| 3Y | +77.6% | +38.1% | +39.5% | +53.4% |
| All | +38.3% | +45.3% | -7.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling