+144.6%
CAPR vs RBA
+37.7%
+106.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.9% |
| 7D | +41.1% | +4.3% | +36.8% | +39.9% |
| 30D | +11.1% | +16.3% | -5.2% | +7.6% |
| 3M | +115.3% | +1.3% | +114.0% | +114.2% |
| 6M | -73.8% | -11.1% | -62.8% | -73.4% |
| YTD | -68.8% | -8.5% | -60.4% | -68.8% |
| 1Y | +43.3% | -2.1% | +45.4% | +40.7% |
| 3Y | +214.7% | +44.6% | +170.1% | +179.8% |
| All | +144.6% | +37.7% | +106.9% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling