+604.2%
COST vs RBA
+195.3%
+408.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | -2.5% | -3.3% | +0.8% | -1.9% |
| 30D | -4.4% | -9.8% | +5.3% | -2.6% |
| 3M | -8.1% | -23.5% | +15.4% | -3.7% |
| 6M | -9.2% | -21.5% | +12.3% | -5.6% |
| YTD | +5.1% | -21.2% | +26.3% | +8.7% |
| 1Y | -5.1% | -30.2% | +25.1% | +0.6% |
| 3Y | +70.4% | +25.3% | +45.0% | +58.3% |
| 5Y | +104.7% | +35.1% | +69.6% | +83.7% |
| All | +604.2% | +195.3% | +408.9% | +422.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling