+44.1%
RBA vs COO
-41.6%
+85.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | +4.3% | +4.7% | -0.4% | +3.1% |
| 30D | +16.3% | +13.9% | +2.4% | +12.6% |
| 3M | +1.3% | -14.9% | +16.3% | +5.1% |
| 6M | -11.1% | +2.0% | -13.1% | -12.2% |
| YTD | -8.5% | -23.9% | +15.5% | -2.6% |
| 1Y | -2.1% | -9.6% | +7.5% | -0.3% |
| 3Y | +44.6% | -25.4% | +70.0% | +49.1% |
| All | +44.1% | -41.6% | +85.7% | +58.8% |
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