+253.0%
UMC vs RBA
+29.1%
+224.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.0% | +5.4% |
| 7D | +6.6% | -1.1% | +7.6% | +6.8% |
| 30D | +16.6% | -13.2% | +29.8% | +19.9% |
| 3M | +11.0% | -21.4% | +32.4% | +16.3% |
| 6M | +131.3% | -20.9% | +152.2% | +141.5% |
| YTD | +182.5% | -19.9% | +202.3% | +192.8% |
| 1Y | +222.3% | -28.7% | +250.9% | +244.0% |
| 3Y | +253.0% | +27.4% | +225.6% | +234.6% |
| All | +253.0% | +29.1% | +224.0% | +234.6% |
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