+298.3%
COP vs RBA
+236.6%
+61.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.0% |
| 7D | -8.4% | +2.5% | -10.9% | -9.2% |
| 30D | +0.3% | +11.6% | -11.3% | -3.2% |
| 3M | +15.1% | +1.5% | +13.6% | +14.0% |
| 6M | +19.8% | -6.6% | +26.4% | +20.4% |
| YTD | +46.8% | -6.3% | +53.1% | +45.8% |
| 1Y | +59.7% | -4.0% | +63.7% | +57.2% |
| 3Y | +28.7% | +47.3% | -18.6% | +7.0% |
| 5Y | +110.7% | +47.7% | +63.0% | +69.2% |
| 10Y | +298.3% | +224.7% | +73.6% | +93.7% |
| All | +298.3% | +236.6% | +61.7% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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