+5,704.3%
COST vs RBA
+4,118.8%
+1,585.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +4.6% | +3.2% | +1.4% | +4.0% |
| 30D | +12.8% | +12.0% | +0.7% | +10.5% |
| 3M | +12.1% | +2.9% | +9.2% | +11.3% |
| 6M | +6.0% | -6.3% | +12.3% | +6.6% |
| YTD | +24.4% | -5.9% | +30.2% | +24.3% |
| 1Y | +17.1% | -3.9% | +21.0% | +16.6% |
| 3Y | +92.2% | +64.9% | +27.3% | +72.1% |
| 5Y | +122.5% | +48.5% | +74.0% | +99.9% |
| 10Y | +758.9% | +211.8% | +547.1% | +558.4% |
| All | +5,704.3% | +4,118.8% | +1,585.4% | +2,639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling