+315.5%
UMAC vs RBA
+47.4%
+268.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.9% |
| 7D | -13.9% | +3.2% | -17.1% | -16.3% |
| 30D | -39.6% | +12.0% | -51.6% | -46.0% |
| 3M | -53.6% | +2.9% | -56.5% | -55.4% |
| 6M | -6.2% | -6.3% | +0.1% | -4.5% |
| YTD | -1.2% | -5.9% | +4.7% | -3.6% |
| 1Y | +9.7% | -3.9% | +13.6% | +4.3% |
| All | +315.5% | +47.4% | +268.1% | +97.1% |
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