-35.7%
AUR vs RBA
+36.3%
-72.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | -0.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -6.4% | -2.9% | -3.5% | -5.0% |
| 3M | +7.7% | -20.9% | +28.6% | +22.6% |
| 6M | +44.5% | -17.7% | +62.2% | +59.6% |
| YTD | +67.4% | -18.2% | +85.6% | +84.5% |
| 1Y | +15.4% | -29.1% | +44.5% | +39.7% |
| 3Y | +94.8% | +29.5% | +65.3% | +63.8% |
| 5Y | -35.1% | +40.2% | -75.4% | -49.4% |
| All | -35.7% | +36.3% | -72.0% | -49.9% |
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