+199.9%
RBA vs BNS
+188.9%
+11.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -2.9% | +3.5% | -6.4% | -4.5% |
| 3M | -20.9% | +14.1% | -35.0% | -25.7% |
| 6M | -17.7% | +33.8% | -51.4% | -28.0% |
| YTD | -18.2% | +29.5% | -47.6% | -27.4% |
| 1Y | -29.1% | +48.4% | -77.5% | -40.7% |
| 3Y | +29.5% | +129.6% | -100.1% | -11.3% |
| 5Y | +40.2% | +96.1% | -55.8% | +1.4% |
| All | +199.9% | +188.9% | +11.0% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling