-3.0%
RBA vs BNS
+52.0%
-55.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.2% |
| 7D | +12.7% | +2.0% | +10.7% | +12.0% |
| 30D | +15.5% | +7.8% | +7.8% | +13.1% |
| 3M | -14.0% | +11.7% | -25.7% | -17.0% |
| 6M | -8.8% | +28.2% | -37.1% | -18.0% |
| YTD | -6.9% | +34.8% | -41.7% | -17.7% |
| 1Y | -3.0% | +51.1% | -54.0% | -19.9% |
| All | -3.0% | +52.0% | -55.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling