+44.7%
RBA vs URA
+28.3%
+16.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.9% |
| 7D | -0.5% | +4.5% | -5.0% | -1.2% |
| 30D | +6.8% | -13.4% | +20.3% | +8.9% |
| 3M | +9.5% | -28.4% | +37.9% | +14.5% |
| 6M | -8.2% | -40.5% | +32.3% | -1.4% |
| YTD | -7.7% | -24.3% | +16.5% | -6.0% |
| 1Y | -6.9% | -28.8% | +21.9% | -4.3% |
| 3Y | +61.6% | +37.6% | +24.0% | +40.1% |
| 5Y | +44.7% | +30.7% | +14.0% | +22.7% |
| All | +44.7% | +28.3% | +16.4% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling