+884.2%
BNY vs RBA
+3,492.7%
-2,608.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +1.5% | -1.1% | +2.5% | +1.8% |
| 30D | +3.3% | -13.2% | +16.5% | +8.1% |
| 3M | +15.3% | -21.4% | +36.7% | +23.5% |
| 6M | +42.5% | -20.9% | +63.3% | +51.8% |
| YTD | +42.0% | -19.9% | +61.9% | +50.4% |
| 1Y | +59.3% | -28.7% | +88.0% | +75.2% |
| 3Y | +291.2% | +27.4% | +263.8% | +247.2% |
| 5Y | +252.1% | +41.7% | +210.3% | +190.9% |
| 10Y | +407.1% | +189.6% | +217.5% | +205.2% |
| All | +884.2% | +3,492.7% | -2,608.5% | +196.7% |
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 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