+207.2%
UMC vs RBA
-26.5%
+233.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +5.0% | -2.9% | +7.9% | +5.2% |
| 30D | +7.7% | -12.3% | +20.0% | +9.6% |
| 3M | +1.7% | -20.5% | +22.2% | +4.9% |
| 6M | +113.9% | -18.5% | +132.5% | +119.8% |
| YTD | +168.9% | -18.2% | +187.1% | +178.3% |
| 1Y | +207.2% | -27.5% | +234.7% | +210.3% |
| All | +207.2% | -26.5% | +233.7% | +210.3% |
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