+295.1%
CAPR vs RBA
+64.0%
+231.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.5% | +27.0% | +26.6% |
| 7D | +25.8% | +0.6% | +25.2% | +25.6% |
| 30D | +50.2% | +9.0% | +41.2% | +47.5% |
| 3M | +185.5% | +7.2% | +178.3% | +181.1% |
| 6M | -64.8% | -7.8% | -57.1% | -64.2% |
| YTD | -61.1% | -6.4% | -54.8% | -61.1% |
| 1Y | +81.0% | -4.2% | +85.1% | +79.2% |
| All | +295.1% | +64.0% | +231.1% | +294.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling