+1,666.7%
COP vs RBA
+4,003.4%
-2,336.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -11.5% | +4.3% | -15.8% | -12.6% |
| 30D | +5.0% | +16.3% | -11.4% | +0.6% |
| 3M | +17.5% | +1.3% | +16.2% | +16.5% |
| 6M | +16.2% | -11.1% | +27.3% | +18.4% |
| YTD | +48.8% | -8.5% | +57.2% | +49.1% |
| 1Y | +64.1% | -2.1% | +66.2% | +61.4% |
| 3Y | +25.7% | +44.6% | -18.9% | +9.5% |
| 5Y | +114.4% | +36.8% | +77.5% | +84.6% |
| 10Y | +331.7% | +227.3% | +104.4% | +182.7% |
| All | +1,666.7% | +4,003.4% | -2,336.8% | +773.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling