+66.7%
UL vs RBA
+182.6%
-115.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -1.3% | -1.1% | -0.3% | -1.2% |
| 30D | +0.9% | -13.2% | +14.1% | +2.8% |
| 3M | +14.2% | -21.4% | +35.6% | +17.6% |
| 6M | -3.2% | -20.9% | +17.7% | -0.6% |
| YTD | -0.3% | -19.9% | +19.5% | +1.9% |
| 1Y | -8.8% | -28.7% | +19.9% | -5.3% |
| 3Y | +23.9% | +27.4% | -3.5% | +17.4% |
| 5Y | +21.4% | +41.7% | -20.4% | +11.6% |
| 10Y | +66.7% | +189.6% | -122.9% | +35.1% |
| All | +66.7% | +182.6% | -115.9% | +35.1% |
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 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