+120.4%
UMC vs RBA
-5.8%
+126.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | +11.2% | +1.7% | +9.4% | +11.1% |
| 30D | -28.0% | +8.3% | -36.4% | -28.0% |
| 3M | -20.5% | +10.5% | -31.1% | -20.5% |
| 6M | -1.6% | -5.9% | +4.3% | +1.0% |
| YTD | +99.4% | -6.9% | +106.2% | +109.0% |
| 1Y | +120.4% | -4.9% | +125.3% | +132.4% |
| All | +120.4% | -5.8% | +126.2% | +132.4% |
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