+251.3%
UAL vs RBA
+739.1%
-487.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +0.7% | -2.9% | +3.6% | +2.0% |
| 30D | -16.1% | -12.3% | -3.8% | -11.5% |
| 3M | +6.1% | -20.5% | +26.7% | +16.1% |
| 6M | +10.8% | -18.5% | +29.4% | +19.9% |
| YTD | -0.4% | -18.2% | +17.8% | +7.5% |
| 1Y | +5.0% | -27.5% | +32.5% | +19.1% |
| 3Y | +124.0% | +38.1% | +85.9% | +92.2% |
| 5Y | +141.0% | +44.8% | +96.2% | +96.0% |
| 10Y | +118.0% | +187.1% | -69.1% | +27.4% |
| All | +251.3% | +739.1% | -487.7% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling