+229.1%
UMC vs RBA
-30.1%
+259.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +11.4% | -3.3% | +14.7% | +11.7% |
| 30D | +16.8% | -9.8% | +26.6% | +18.1% |
| 3M | +19.1% | -23.5% | +42.6% | +23.2% |
| 6M | +137.4% | -21.5% | +159.0% | +144.5% |
| YTD | +186.4% | -21.2% | +207.5% | +197.4% |
| 1Y | +229.1% | -30.2% | +259.3% | +234.1% |
| All | +229.1% | -30.1% | +259.2% | +234.1% |
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 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