-49.9%
AUR vs RBA
-6.6%
-43.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.4% |
| 7D | -4.5% | +1.7% | -6.3% | -4.8% |
| 30D | -16.6% | +8.3% | -25.0% | -17.8% |
| 3M | -38.5% | +10.5% | -49.0% | -39.5% |
| 6M | -49.9% | -5.9% | -44.0% | -51.6% |
| All | -49.9% | -6.6% | -43.3% | -51.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling