+17.8%
UAL vs RBA
-3.3%
+21.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.4% | +2.7% |
| 7D | +8.2% | +4.3% | +3.9% | +6.2% |
| 30D | +2.3% | +16.3% | -14.0% | -4.7% |
| 3M | -12.7% | +1.3% | -14.0% | -13.2% |
| 6M | +12.7% | -11.1% | +23.8% | +17.3% |
| YTD | +0.8% | -8.5% | +9.3% | +1.0% |
| 1Y | +17.8% | -2.1% | +19.9% | +11.6% |
| All | +17.8% | -3.3% | +21.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling