+1,842.6%
UMC vs RBA
+206.5%
+1,636.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.5% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +17.2% | -2.9% | +20.2% | +17.8% |
| 3M | +11.4% | -20.9% | +32.3% | +16.9% |
| 6M | +137.5% | -17.7% | +155.2% | +146.6% |
| YTD | +193.1% | -18.2% | +211.3% | +203.6% |
| 1Y | +240.3% | -29.1% | +269.4% | +264.2% |
| 3Y | +262.2% | +29.5% | +232.7% | +232.7% |
| 5Y | +143.1% | +40.2% | +102.9% | +114.0% |
| All | +1,842.6% | +206.5% | +1,636.1% | +1,369.6% |
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