+6,539.8%
BN vs RBA
+3,565.6%
+2,974.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.5% | -2.9% | +0.5% | -1.6% |
| 30D | -9.5% | -12.3% | +2.8% | -6.0% |
| 3M | -10.4% | -20.5% | +10.1% | -4.7% |
| 6M | -6.4% | -18.5% | +12.2% | -1.2% |
| YTD | -11.9% | -18.2% | +6.4% | -7.5% |
| 1Y | -8.6% | -27.5% | +18.9% | -0.6% |
| 3Y | +77.6% | +38.1% | +39.5% | +58.3% |
| 5Y | +37.0% | +44.8% | -7.8% | +18.1% |
| 10Y | +266.4% | +187.1% | +79.3% | +150.4% |
| All | +6,539.8% | +3,565.6% | +2,974.2% | +2,924.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling