+25.2%
UAL vs RBA
-4.2%
+29.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.5% |
| 3M | -7.1% | +1.5% | -8.6% | -7.6% |
| 6M | +20.9% | -6.6% | +27.5% | +22.3% |
| YTD | +7.7% | -6.3% | +13.9% | +5.5% |
| All | +25.2% | -4.2% | +29.4% | +20.7% |
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 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