+528.1%
RBA vs URA
-49.7%
+577.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +0.6% | +2.9% | -2.3% | -0.1% |
| 30D | +9.0% | -10.8% | +19.8% | +11.3% |
| 3M | +7.2% | -25.5% | +32.7% | +13.4% |
| 6M | -7.8% | -41.2% | +33.5% | +2.2% |
| YTD | -6.4% | -21.3% | +14.9% | -4.4% |
| 1Y | -4.2% | -25.7% | +21.5% | -1.2% |
| 3Y | +64.1% | +43.1% | +21.0% | +38.1% |
| 5Y | +48.4% | +35.6% | +12.8% | +22.3% |
| 10Y | +209.9% | +281.3% | -71.4% | +73.7% |
| All | +528.1% | -49.7% | +577.8% | +437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling