+2,308.9%
RBA vs BNS
+1,492.9%
+816.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -2.9% | +1.5% | -4.5% | -3.5% |
| 30D | -12.3% | +6.0% | -18.2% | -14.5% |
| 3M | -20.5% | +16.3% | -36.9% | -25.6% |
| 6M | -18.5% | +28.8% | -47.3% | -26.9% |
| YTD | -18.2% | +30.0% | -48.2% | -26.9% |
| 1Y | -27.5% | +50.7% | -78.2% | -39.0% |
| 3Y | +38.1% | +125.4% | -87.3% | -2.0% |
| 5Y | +44.8% | +94.2% | -49.4% | +7.9% |
| 10Y | +187.1% | +182.8% | +4.3% | +78.2% |
| All | +2,308.9% | +1,492.9% | +816.0% | +942.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling