+259.0%
BNY vs RBA
+36.6%
+222.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.1% | -3.3% | +2.2% | -0.3% |
| 30D | +1.4% | -9.8% | +11.2% | +3.8% |
| 3M | +16.8% | -23.5% | +40.3% | +23.4% |
| 6M | +42.0% | -21.5% | +63.5% | +48.7% |
| YTD | +41.9% | -21.2% | +63.1% | +48.4% |
| 1Y | +59.2% | -30.2% | +89.4% | +71.6% |
| 3Y | +290.9% | +25.3% | +265.6% | +264.9% |
| 5Y | +259.0% | +35.1% | +223.9% | +218.7% |
| All | +259.0% | +36.6% | +222.5% | +218.7% |
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