+31.1%
UL vs RBA
+37.7%
-6.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | +1.1% | +4.3% | -3.1% | +0.7% |
| 30D | +8.2% | +16.3% | -8.1% | +6.4% |
| 3M | +4.5% | +1.3% | +3.2% | +4.2% |
| 6M | +12.6% | -11.1% | +23.6% | +13.6% |
| YTD | +3.5% | -8.5% | +12.0% | +3.7% |
| 1Y | -0.4% | -2.1% | +1.7% | -1.1% |
| 3Y | +36.0% | +44.6% | -8.6% | +27.7% |
| All | +31.1% | +37.7% | -6.6% | +26.8% |
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