+211.8%
RBA vs COO
+38.3%
+173.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +3.2% | +4.5% | -1.3% | +1.9% |
| 30D | +12.0% | +16.9% | -4.9% | +7.0% |
| 3M | +2.9% | -16.7% | +19.6% | +7.9% |
| 6M | -6.3% | +5.9% | -12.2% | -8.7% |
| YTD | -5.9% | -22.4% | +16.6% | +0.5% |
| 1Y | -3.9% | -10.1% | +6.2% | -1.9% |
| 3Y | +64.9% | -22.8% | +87.7% | +70.2% |
| 5Y | +48.5% | -41.4% | +89.9% | +65.2% |
| 10Y | +211.8% | +41.3% | +170.6% | +191.2% |
| All | +211.8% | +38.3% | +173.5% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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