+47.2%
CAPR vs RBA
-2.0%
+49.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +8.1% |
| 7D | +43.2% | +12.7% | +30.5% | +42.3% |
| 30D | +14.7% | +15.5% | -0.9% | +14.1% |
| 3M | +113.9% | -14.0% | +128.0% | +128.7% |
| 6M | -73.4% | -8.8% | -64.6% | -71.7% |
| YTD | -69.1% | -6.9% | -62.2% | -68.0% |
| 1Y | +47.2% | -3.0% | +50.2% | +40.3% |
| All | +47.2% | -2.0% | +49.2% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling