+406.7%
BNY vs RBA
+206.5%
+200.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -0.2% | -2.9% | +2.8% | +0.5% |
| 3M | +14.9% | -20.9% | +35.8% | +21.6% |
| 6M | +40.0% | -17.7% | +57.7% | +46.0% |
| YTD | +42.0% | -18.2% | +60.1% | +48.1% |
| 1Y | +56.9% | -29.1% | +85.9% | +70.5% |
| 3Y | +289.9% | +29.5% | +260.3% | +251.3% |
| 5Y | +259.2% | +40.2% | +219.0% | +207.2% |
| All | +406.7% | +206.5% | +200.2% | +210.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling