+123.3%
UAL vs RBA
+46.2%
+77.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.3% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | +7.8% | +6.8% | +0.9% | +4.7% |
| 3M | -11.1% | +9.5% | -20.5% | -14.8% |
| 6M | +16.1% | -8.2% | +24.3% | +19.3% |
| YTD | -0.5% | -7.7% | +7.2% | +1.9% |
| 1Y | +11.3% | -6.9% | +18.2% | +13.5% |
| 3Y | +192.8% | +61.6% | +131.2% | +144.0% |
| 5Y | +123.3% | +44.7% | +78.5% | +108.9% |
| All | +123.3% | +46.2% | +77.0% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling