-36.6%
AUR vs RBA
+36.2%
-72.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +8.7% | -2.9% | +11.7% | +10.8% |
| 30D | -5.2% | -12.3% | +7.1% | +2.3% |
| 3M | -7.3% | -20.5% | +13.2% | +5.3% |
| 6M | +41.2% | -18.5% | +59.7% | +57.1% |
| YTD | +65.1% | -18.2% | +83.3% | +82.1% |
| 1Y | +13.4% | -27.5% | +40.9% | +35.3% |
| 3Y | +98.1% | +38.1% | +60.1% | +60.7% |
| 5Y | -36.0% | +44.8% | -80.8% | -50.1% |
| All | -36.6% | +36.2% | -72.8% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling