+206.7%
UAL vs RBA
+42.3%
+164.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.4% | +2.7% |
| 7D | +8.2% | +4.3% | +3.9% | +6.0% |
| 30D | +2.3% | +16.3% | -14.0% | -5.2% |
| 3M | -12.7% | +1.3% | -14.0% | -13.6% |
| 6M | +12.7% | -11.1% | +23.8% | +17.9% |
| YTD | +0.8% | -8.5% | +9.3% | +3.5% |
| 1Y | +17.8% | -2.1% | +19.9% | +16.8% |
| 3Y | +206.7% | +44.6% | +162.1% | +178.6% |
| All | +206.7% | +42.3% | +164.4% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling