+59.5%
CAPR vs RBA
-3.8%
+63.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.4% | -10.3% | -10.0% |
| 7D | +7.6% | +3.2% | +4.4% | +7.2% |
| 30D | +13.3% | +12.0% | +1.3% | +12.2% |
| 3M | +130.4% | +2.9% | +127.5% | +134.0% |
| 6M | -70.8% | -6.3% | -64.5% | -69.4% |
| YTD | -69.3% | -5.9% | -63.4% | -70.9% |
| 1Y | +59.5% | -3.9% | +63.4% | +42.4% |
| All | +59.5% | -3.8% | +63.3% | +42.4% |
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