+702.6%
UMAC vs RBA
+24.7%
+677.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.7% |
| 7D | +3.3% | -1.9% | +5.2% | +5.0% |
| 30D | -10.4% | -13.0% | +2.6% | +2.0% |
| 3M | +1.8% | -23.1% | +24.9% | +25.1% |
| 6M | +40.7% | -22.6% | +63.3% | +73.0% |
| YTD | +90.9% | -20.4% | +111.3% | +120.6% |
| 1Y | +151.8% | -29.6% | +181.3% | +240.7% |
| All | +702.6% | +24.7% | +677.9% | +351.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling