+531.3%
RBA vs URA
-50.4%
+581.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.3% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +12.0% | -14.8% | +26.8% | +15.6% |
| 3M | +2.9% | -25.3% | +28.2% | +8.8% |
| 6M | -6.3% | -39.9% | +33.7% | +3.3% |
| YTD | -5.9% | -22.4% | +16.5% | -3.6% |
| 1Y | -3.9% | -29.0% | +25.1% | +0.2% |
| 3Y | +64.9% | +41.0% | +23.9% | +39.3% |
| 5Y | +48.5% | +38.3% | +10.1% | +21.6% |
| 10Y | +211.8% | +276.1% | -64.2% | +75.3% |
| All | +531.3% | -50.4% | +581.7% | +441.6% |
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 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