-25.6%
UBER vs RBA
-3.8%
-21.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +5.2% | +3.2% | +2.0% | +4.3% |
| 30D | -2.0% | +12.0% | -14.1% | -5.1% |
| 3M | -10.2% | +2.9% | -13.1% | -11.1% |
| 6M | -7.2% | -6.3% | -0.9% | -5.9% |
| YTD | -14.3% | -5.9% | -8.4% | -15.5% |
| 1Y | -25.6% | -3.9% | -21.7% | -25.7% |
| All | -25.6% | -3.8% | -21.8% | -25.7% |
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