+30.3%
BN vs RBA
+37.7%
-7.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +5.3% | +4.3% | +1.1% | +3.8% |
| 30D | +11.9% | +16.3% | -4.4% | +5.6% |
| 3M | -5.7% | +1.3% | -7.1% | -6.5% |
| 6M | -10.6% | -11.1% | +0.5% | -7.7% |
| YTD | -9.4% | -8.5% | -0.9% | -8.4% |
| 1Y | -8.8% | -2.1% | -6.7% | -10.4% |
| 3Y | +95.6% | +44.6% | +51.1% | +65.0% |
| All | +30.3% | +37.7% | -7.3% | +11.9% |
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