+2,658.7%
RBA vs BNS
+1,498.6%
+1,160.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +0.6% | -3.2% | +3.8% | +1.9% |
| 30D | +9.0% | +5.1% | +3.9% | +6.7% |
| 3M | +7.2% | +6.0% | +1.2% | +4.3% |
| 6M | -7.8% | +23.4% | -31.1% | -15.8% |
| YTD | -6.4% | +30.4% | -36.8% | -16.5% |
| 1Y | -4.2% | +44.0% | -48.1% | -18.0% |
| 3Y | +64.1% | +150.3% | -86.3% | +11.7% |
| 5Y | +48.4% | +83.0% | -34.6% | +13.2% |
| 10Y | +209.9% | +190.9% | +19.0% | +90.1% |
| All | +2,658.7% | +1,498.6% | +1,160.1% | +1,091.3% |
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