+134.2%
UMC vs RBA
+63.1%
+71.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | +11.2% | +1.7% | +9.4% | +10.9% |
| 30D | -28.0% | +8.3% | -36.4% | -29.1% |
| 3M | -20.5% | +10.5% | -31.1% | -22.1% |
| 6M | -1.6% | -5.9% | +4.3% | -0.3% |
| YTD | +99.4% | -6.9% | +106.2% | +101.0% |
| 1Y | +120.4% | -4.9% | +125.3% | +120.7% |
| 3Y | +134.2% | +64.5% | +69.8% | +105.6% |
| All | +134.2% | +63.1% | +71.1% | +105.6% |
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 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