+573.0%
UL vs RBA
+3,565.6%
-2,992.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.3% | -2.9% | +1.6% | -0.9% |
| 30D | +0.5% | -12.3% | +12.8% | +2.5% |
| 3M | +17.6% | -20.5% | +38.1% | +21.6% |
| 6M | -5.4% | -18.5% | +13.2% | -2.7% |
| YTD | +0.7% | -18.2% | +18.9% | +3.2% |
| 1Y | -9.3% | -27.5% | +18.2% | -5.3% |
| 3Y | +24.5% | +38.1% | -13.5% | +15.6% |
| 5Y | +23.2% | +44.8% | -21.6% | +11.5% |
| 10Y | +64.5% | +187.1% | -122.6% | +28.4% |
| All | +573.0% | +3,565.6% | -2,992.6% | +269.7% |
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