+7.9%
UMAC vs RBA
-2.0%
+9.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.1% | -12.9% | -11.7% |
| 7D | -26.0% | +12.7% | -38.7% | -30.2% |
| 30D | -40.3% | +15.5% | -55.9% | -44.6% |
| 3M | -51.1% | -14.0% | -37.1% | -46.3% |
| 6M | -5.6% | -8.8% | +3.2% | -2.7% |
| YTD | +2.3% | -6.9% | +9.2% | -3.2% |
| 1Y | +7.9% | -3.0% | +10.8% | +0.2% |
| All | +7.9% | -2.0% | +9.9% | +0.2% |
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