+1,640.6%
COP vs RBA
+3,565.6%
-1,925.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +3.0% | -2.9% | +5.9% | +3.8% |
| 30D | +17.5% | -12.3% | +29.8% | +21.3% |
| 3M | +13.4% | -20.5% | +33.9% | +19.2% |
| 6M | +17.7% | -18.5% | +36.3% | +22.6% |
| YTD | +46.6% | -18.2% | +64.8% | +51.7% |
| 1Y | +44.6% | -27.5% | +72.1% | +54.3% |
| 3Y | +20.7% | +38.1% | -17.4% | +6.4% |
| 5Y | +185.0% | +44.8% | +140.2% | +141.0% |
| 10Y | +347.0% | +187.1% | +159.9% | +203.4% |
| All | +1,640.6% | +3,565.6% | -1,925.0% | +788.6% |
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