+92.2%
COST vs RBA
+51.9%
+40.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +4.6% | +3.2% | +1.4% | +4.2% |
| 30D | +12.8% | +12.0% | +0.7% | +11.0% |
| 3M | +12.1% | +2.9% | +9.2% | +11.5% |
| 6M | +6.0% | -6.3% | +12.3% | +6.5% |
| YTD | +24.4% | -5.9% | +30.2% | +23.8% |
| 1Y | +17.1% | -3.9% | +21.0% | +16.0% |
| 3Y | +92.2% | +64.9% | +27.3% | +84.8% |
| All | +92.2% | +51.9% | +40.3% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling