+71.2%
UBER vs RBA
+219.0%
-147.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.6% |
| 7D | +6.7% | +2.5% | +4.2% | +5.4% |
| 30D | -0.5% | +11.6% | -12.0% | -5.9% |
| 3M | -5.1% | +1.5% | -6.6% | -6.3% |
| 6M | -5.7% | -6.6% | +1.0% | -3.8% |
| YTD | -12.9% | -6.3% | -6.6% | -12.4% |
| 1Y | -22.6% | -4.0% | -18.7% | -23.3% |
| 3Y | +42.2% | +47.3% | -5.1% | +9.2% |
| 5Y | +56.4% | +47.7% | +8.7% | +15.1% |
| All | +71.2% | +219.0% | -147.8% | -53.1% |
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