+186.7%
RBA vs URA
+356.0%
-169.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | -12.3% | +7.4% | -19.7% | -13.7% |
| 3M | -20.5% | -8.4% | -12.1% | -19.7% |
| 6M | -18.5% | -12.7% | -5.8% | -17.4% |
| YTD | -18.2% | +7.8% | -26.0% | -21.2% |
| 1Y | -27.5% | +19.5% | -47.0% | -32.3% |
| 3Y | +38.1% | +116.4% | -78.3% | +9.0% |
| 5Y | +44.8% | +134.3% | -89.5% | +6.7% |
| All | +186.7% | +356.0% | -169.3% | +56.6% |
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