+136.5%
UMAC vs RBA
-30.1%
+166.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.7% |
| 7D | -4.0% | -3.3% | -0.7% | -2.2% |
| 30D | -9.4% | -9.8% | +0.4% | -4.0% |
| 3M | +3.0% | -23.5% | +26.4% | +16.2% |
| 6M | +27.2% | -21.5% | +48.7% | +40.5% |
| YTD | +84.7% | -21.2% | +105.9% | +97.2% |
| 1Y | +136.5% | -30.2% | +166.7% | +231.9% |
| All | +136.5% | -30.1% | +166.6% | +231.9% |
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 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