+156.3%
UMAC vs RBA
-26.5%
+182.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -0.9% | -2.9% | +2.0% | +0.8% |
| 30D | -7.7% | -12.3% | +4.6% | 0.0% |
| 3M | -26.4% | -20.5% | -5.9% | -18.7% |
| 6M | +61.9% | -18.5% | +80.4% | +74.5% |
| YTD | +86.5% | -18.2% | +104.7% | +95.4% |
| 1Y | +156.3% | -27.5% | +183.8% | +237.1% |
| All | +156.3% | -26.5% | +182.9% | +237.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling