-58.8%
CAPR vs RBA
+209.3%
-268.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.5% | +27.0% | +26.7% |
| 7D | +25.8% | +0.6% | +25.2% | +25.5% |
| 30D | +50.2% | +9.0% | +41.2% | +46.2% |
| 3M | +185.5% | +7.2% | +178.3% | +177.0% |
| 6M | -64.8% | -7.8% | -57.1% | -64.9% |
| YTD | -61.1% | -6.4% | -54.8% | -61.7% |
| 1Y | +81.0% | -4.2% | +85.1% | +76.9% |
| 3Y | +300.7% | +64.1% | +236.7% | +216.4% |
| 5Y | +223.3% | +48.4% | +174.9% | +154.5% |
| 10Y | -58.8% | +209.9% | -268.7% | -80.7% |
| All | -58.8% | +209.3% | -268.1% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling