+318.0%
COP vs RBA
+210.9%
+107.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -6.1% | +3.2% | -9.3% | -7.0% |
| 30D | +1.1% | +12.0% | -10.9% | -2.6% |
| 3M | +10.9% | +2.9% | +8.1% | +9.4% |
| 6M | +20.8% | -6.3% | +27.0% | +21.2% |
| YTD | +48.0% | -5.9% | +53.9% | +46.8% |
| 1Y | +58.5% | -3.9% | +62.4% | +55.9% |
| 3Y | +28.1% | +64.9% | -36.8% | +2.4% |
| 5Y | +120.5% | +48.5% | +72.0% | +76.4% |
| All | +318.0% | +210.9% | +107.1% | +105.1% |
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