+398.1%
COR vs RBA
+182.6%
+215.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | +1.5% | -13.2% | +14.7% | +3.9% |
| 3M | +18.7% | -21.4% | +40.1% | +22.9% |
| 6M | -9.0% | -20.9% | +11.8% | -6.0% |
| YTD | -3.3% | -19.9% | +16.6% | -0.6% |
| 1Y | +9.8% | -28.7% | +38.5% | +15.2% |
| 3Y | +87.4% | +27.4% | +59.9% | +73.3% |
| 5Y | +180.5% | +41.7% | +138.8% | +147.3% |
| 10Y | +398.1% | +189.6% | +208.5% | +223.4% |
| All | +398.1% | +182.6% | +215.6% | +223.4% |
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