+493.6%
COR vs RBA
+209.3%
+284.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +7.6% | +9.0% | -1.3% | +6.1% |
| 3M | +5.0% | +7.2% | -2.2% | +3.7% |
| 6M | +35.3% | -7.8% | +43.1% | +36.2% |
| YTD | +4.2% | -6.4% | +10.6% | +4.3% |
| 1Y | -3.4% | -4.2% | +0.7% | -3.8% |
| 3Y | +81.1% | +64.1% | +17.1% | +60.8% |
| 5Y | +195.8% | +48.4% | +147.4% | +162.8% |
| 10Y | +493.6% | +209.9% | +283.7% | +297.5% |
| All | +493.6% | +209.3% | +284.2% | +297.5% |
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 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