+1.2%
AUR vs RBA
-5.8%
+7.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.5% |
| 7D | -4.5% | +1.7% | -6.3% | -5.0% |
| 30D | -16.6% | +8.3% | -25.0% | -18.9% |
| 3M | -38.5% | +10.5% | -49.0% | -40.6% |
| 6M | -49.9% | -5.9% | -44.0% | -48.6% |
| YTD | +9.6% | -6.9% | +16.5% | +7.8% |
| 1Y | +1.2% | -4.9% | +6.1% | -1.8% |
| All | +1.2% | -5.8% | +7.0% | -1.8% |
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