+3.5%
COR vs RBA
-2.0%
+5.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.8% |
| 7D | +9.1% | +12.7% | -3.5% | +8.5% |
| 30D | +12.4% | +15.5% | -3.1% | +11.6% |
| 3M | +15.8% | -14.0% | +29.8% | +15.9% |
| 6M | +17.1% | -8.8% | +25.9% | +16.1% |
| YTD | +5.4% | -6.9% | +12.4% | +5.5% |
| 1Y | +3.5% | -3.0% | +6.5% | +4.0% |
| All | +3.5% | -2.0% | +5.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling