+100.2%
UAL vs RBA
+236.6%
-136.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.6% |
| 7D | +10.2% | +2.5% | +7.7% | +9.0% |
| 30D | +12.0% | +11.6% | +0.5% | +6.4% |
| 3M | -7.1% | +1.5% | -8.6% | -8.1% |
| 6M | +20.9% | -6.6% | +27.5% | +23.3% |
| YTD | +7.7% | -6.3% | +13.9% | +9.4% |
| 1Y | +23.6% | -4.0% | +27.5% | +24.2% |
| 3Y | +222.6% | +47.3% | +175.3% | +164.2% |
| 5Y | +127.9% | +47.7% | +80.3% | +80.5% |
| 10Y | +100.2% | +224.7% | -124.5% | -1.7% |
| All | +100.2% | +236.6% | -136.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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