+207.7%
RBA vs BNS
+187.6%
+20.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | +8.3% | +2.8% | +5.6% | +7.0% |
| 3M | +10.5% | +3.0% | +7.6% | +8.8% |
| 6M | -5.9% | +23.3% | -29.1% | -14.7% |
| YTD | -6.9% | +29.3% | -36.2% | -17.5% |
| 1Y | -4.9% | +41.7% | -46.5% | -19.1% |
| 3Y | +64.5% | +147.7% | -83.3% | +8.7% |
| 5Y | +46.1% | +79.4% | -33.3% | +9.7% |
| All | +207.7% | +187.6% | +20.0% | +78.7% |
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