+5,846.2%
COST vs RBA
+4,035.9%
+1,810.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +14.6% | +6.8% | +7.7% | +13.2% |
| 3M | +15.2% | +9.5% | +5.7% | +13.1% |
| 6M | +7.2% | -8.2% | +15.4% | +8.2% |
| YTD | +27.4% | -7.7% | +35.1% | +27.8% |
| 1Y | +20.2% | -6.9% | +27.1% | +20.3% |
| 3Y | +96.9% | +61.6% | +35.2% | +77.0% |
| 5Y | +122.8% | +44.7% | +78.1% | +101.0% |
| 10Y | +764.3% | +205.3% | +558.9% | +564.9% |
| All | +5,846.2% | +4,035.9% | +1,810.3% | +2,716.7% |
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