+154.7%
UMC vs RBA
+3,943.0%
-3,788.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +11.2% | +1.7% | +9.4% | +10.6% |
| 30D | -28.0% | +8.3% | -36.4% | -30.1% |
| 3M | -20.5% | +10.5% | -31.1% | -23.6% |
| 6M | -1.6% | -5.9% | +4.3% | -1.0% |
| YTD | +99.4% | -6.9% | +106.2% | +99.7% |
| 1Y | +120.4% | -4.9% | +125.3% | +118.9% |
| 3Y | +134.2% | +64.5% | +69.8% | +91.2% |
| 5Y | +78.8% | +46.1% | +32.8% | +47.4% |
| 10Y | +1,280.4% | +208.2% | +1,072.2% | +719.6% |
| All | +154.7% | +3,943.0% | -3,788.3% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling