+248.5%
UAL vs RBA
+852.0%
-603.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.2% | -4.4% |
| 7D | +5.0% | +7.3% | -2.3% | +1.9% |
| 30D | -1.2% | +16.9% | -18.2% | -7.8% |
| 3M | -16.8% | -0.5% | -16.3% | -17.0% |
| 6M | +18.0% | -10.4% | +28.4% | +22.2% |
| YTD | -1.2% | -7.2% | +6.0% | +0.8% |
| 1Y | +14.3% | -2.2% | +16.6% | +14.1% |
| 3Y | +194.6% | +43.7% | +150.8% | +147.9% |
| 5Y | +109.6% | +38.7% | +70.9% | +73.6% |
| 10Y | +93.1% | +231.7% | -138.7% | +5.9% |
| All | +248.5% | +852.0% | -603.4% | +19.7% |
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