+221.9%
RBA vs URA
+278.3%
-56.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -2.1% |
| 7D | +4.3% | -4.1% | +8.4% | +5.0% |
| 30D | +16.3% | -19.0% | +35.3% | +20.6% |
| 3M | +1.3% | -25.1% | +26.5% | +6.2% |
| 6M | -11.1% | -44.5% | +33.4% | -1.7% |
| YTD | -8.5% | -24.3% | +15.9% | -6.2% |
| 1Y | -2.1% | -28.1% | +26.0% | +1.1% |
| 3Y | +44.6% | +40.7% | +3.9% | +23.8% |
| 5Y | +36.8% | +35.5% | +1.4% | +14.1% |
| All | +221.9% | +278.3% | -56.4% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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