+317.5%
UMAC vs RBA
+46.7%
+270.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.3% |
| 30D | -35.6% | +9.0% | -44.6% | -40.9% |
| 3M | -51.3% | +7.2% | -58.4% | -55.1% |
| 6M | -17.5% | -7.8% | -9.8% | -14.8% |
| YTD | -0.7% | -6.4% | +5.7% | -2.7% |
| 1Y | +16.5% | -4.2% | +20.7% | +11.0% |
| All | +317.5% | +46.7% | +270.8% | +98.9% |
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