+6,990.9%
BN vs RBA
+4,102.2%
+2,888.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.1% |
| 7D | +3.6% | +2.5% | +1.1% | +2.9% |
| 30D | +15.9% | +11.6% | +4.3% | +12.0% |
| 3M | -2.3% | +1.5% | -3.8% | -3.0% |
| 6M | -8.4% | -6.6% | -1.8% | -7.4% |
| YTD | -5.9% | -6.3% | +0.4% | -5.4% |
| 1Y | -5.6% | -4.0% | -1.6% | -5.8% |
| 3Y | +104.2% | +47.3% | +57.0% | +78.2% |
| 5Y | +35.5% | +47.7% | -12.2% | +16.0% |
| 10Y | +285.2% | +224.7% | +60.5% | +153.3% |
| All | +6,990.9% | +4,102.2% | +2,888.7% | +2,994.5% |
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