+99.3%
UL vs RBA
+236.6%
-137.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.6% |
| 7D | +0.3% | +2.5% | -2.2% | -0.1% |
| 30D | +7.0% | +11.6% | -4.6% | +5.4% |
| 3M | +5.8% | +1.5% | +4.3% | +5.4% |
| 6M | +16.1% | -6.6% | +22.8% | +16.6% |
| YTD | +4.5% | -6.3% | +10.7% | +4.5% |
| 1Y | -1.3% | -4.0% | +2.7% | -1.6% |
| 3Y | +35.0% | +47.3% | -12.3% | +25.5% |
| 5Y | +31.9% | +47.7% | -15.7% | +21.1% |
| 10Y | +99.3% | +224.7% | -125.5% | +61.6% |
| All | +99.3% | +236.6% | -137.3% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling