+44.7%
RBA vs COO
-39.4%
+84.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -0.5% | -2.1% | +1.5% | 0.0% |
| 30D | +6.8% | +13.9% | -7.1% | +3.5% |
| 3M | +9.5% | -18.9% | +28.4% | +15.0% |
| 6M | -8.2% | +3.7% | -11.9% | -9.7% |
| YTD | -7.7% | -24.1% | +16.4% | -1.7% |
| 1Y | -6.9% | -14.2% | +7.3% | -3.9% |
| 3Y | +61.6% | -24.5% | +86.1% | +66.0% |
| 5Y | +44.7% | -40.4% | +85.1% | +58.9% |
| All | +44.7% | -39.4% | +84.1% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling