+211.8%
RBA vs URA
+289.1%
-77.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.0% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +12.0% | -14.8% | +26.8% | +15.0% |
| 3M | +2.9% | -25.3% | +28.2% | +7.9% |
| 6M | -6.3% | -39.9% | +33.7% | +2.0% |
| YTD | -5.9% | -22.4% | +16.5% | -4.0% |
| 1Y | -3.9% | -29.0% | +25.1% | -0.4% |
| 3Y | +64.9% | +41.0% | +23.9% | +41.4% |
| 5Y | +48.5% | +38.3% | +10.1% | +23.7% |
| 10Y | +211.8% | +276.1% | -64.2% | +74.0% |
| All | +211.8% | +289.1% | -77.2% | +74.0% |
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