+34.1%
COP vs RBA
+63.1%
-29.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.5% |
| 7D | +4.4% | +1.7% | +2.7% | +4.2% |
| 30D | 0.0% | +8.3% | -8.4% | -1.0% |
| 3M | +15.0% | +10.5% | +4.5% | +13.6% |
| 6M | +22.0% | -5.9% | +27.9% | +21.7% |
| YTD | +55.3% | -6.9% | +62.2% | +53.9% |
| 1Y | +64.1% | -4.9% | +69.0% | +61.7% |
| 3Y | +34.1% | +64.5% | -30.4% | +26.9% |
| All | +34.1% | +63.1% | -29.0% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling