+64.9%
RBA vs URA
+41.9%
+23.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.6% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | +12.0% | -14.8% | +26.8% | +13.6% |
| 3M | +2.9% | -25.3% | +28.2% | +5.5% |
| 6M | -6.3% | -39.9% | +33.7% | -1.5% |
| YTD | -5.9% | -22.4% | +16.5% | -4.9% |
| 1Y | -3.9% | -29.0% | +25.1% | -2.0% |
| 3Y | +64.9% | +41.0% | +23.9% | +48.1% |
| All | +64.9% | +41.9% | +23.0% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling