+47.0%
RBA vs COO
-38.8%
+85.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.4% |
| 30D | -12.3% | -7.0% | -5.3% | -10.7% |
| 3M | -20.5% | +12.2% | -32.7% | -23.0% |
| 6M | -18.5% | -15.1% | -3.4% | -15.3% |
| YTD | -18.2% | -15.1% | -3.1% | -15.0% |
| 1Y | -27.5% | +2.3% | -29.8% | -28.3% |
| 3Y | +38.1% | -23.7% | +61.7% | +43.3% |
| All | +47.0% | -38.8% | +85.8% | +62.2% |
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 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