+82.5%
UBER vs RBA
+44.6%
+37.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.7% |
| 7D | -2.8% | -1.1% | -1.8% | -2.4% |
| 30D | -2.5% | -13.2% | +10.7% | +2.9% |
| 3M | +4.4% | -21.4% | +25.7% | +13.9% |
| 6M | -2.7% | -20.9% | +18.2% | +5.7% |
| YTD | -10.5% | -19.9% | +9.4% | -4.1% |
| 1Y | -22.5% | -28.7% | +6.2% | -13.1% |
| 3Y | +54.8% | +27.4% | +27.4% | +35.7% |
| 5Y | +82.5% | +41.7% | +40.8% | +59.6% |
| All | +82.5% | +44.6% | +37.9% | +59.6% |
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 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