+77.2%
CAPR vs RBA
-4.2%
+81.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +9.1% |
| 7D | +36.0% | +2.5% | +33.5% | +35.6% |
| 30D | +25.8% | +11.6% | +14.2% | +24.7% |
| 3M | +140.8% | +1.5% | +139.3% | +145.6% |
| 6M | -67.6% | -6.6% | -60.9% | -66.0% |
| YTD | -65.9% | -6.3% | -59.6% | -67.6% |
| All | +77.2% | -4.2% | +81.3% | +58.3% |
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