-74.9%
CAPR vs RBA
+187.5%
-262.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -2.0% | -2.9% | +0.9% | -1.1% |
| 30D | +139.2% | -12.3% | +151.5% | +148.2% |
| 3M | -66.4% | -20.5% | -45.8% | -64.6% |
| 6M | -63.1% | -18.5% | -44.6% | -61.7% |
| YTD | -67.4% | -18.2% | -49.2% | -66.4% |
| 1Y | +58.2% | -27.5% | +85.8% | +70.2% |
| 3Y | +42.2% | +38.1% | +4.1% | +18.4% |
| 5Y | +87.3% | +44.8% | +42.5% | +45.4% |
| All | -74.9% | +187.5% | -262.5% | -88.1% |
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