+676.6%
UMAC vs RBA
+23.5%
+653.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.3% |
| 7D | -4.0% | -3.3% | -0.7% | -1.0% |
| 30D | -9.4% | -9.8% | +0.4% | -0.6% |
| 3M | +3.0% | -23.5% | +26.4% | +27.0% |
| 6M | +27.2% | -21.5% | +48.7% | +54.2% |
| YTD | +84.7% | -21.2% | +105.9% | +115.5% |
| 1Y | +136.5% | -30.2% | +166.7% | +222.7% |
| All | +676.6% | +23.5% | +653.1% | +340.6% |
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