+15.4%
AUR vs RBA
-27.6%
+43.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | 0.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -6.4% | -2.9% | -3.5% | -5.2% |
| 3M | +7.7% | -20.9% | +28.6% | +18.6% |
| 6M | +44.5% | -17.7% | +62.2% | +54.9% |
| YTD | +67.4% | -18.2% | +85.6% | +78.0% |
| 1Y | +15.4% | -29.1% | +44.5% | +40.9% |
| All | +15.4% | -27.6% | +43.1% | +40.9% |
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 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