+34.0%
BN vs RBA
+45.7%
-11.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.5% |
| 3M | -9.0% | +10.5% | -19.6% | -12.6% |
| 6M | -8.8% | -5.9% | -3.0% | -8.0% |
| YTD | -10.3% | -6.9% | -3.4% | -9.9% |
| 1Y | -5.8% | -4.9% | -0.9% | -6.3% |
| 3Y | +94.8% | +64.5% | +30.3% | +57.1% |
| All | +34.0% | +45.7% | -11.7% | +14.8% |
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 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