+30.6%
UPS vs RBA
-2.0%
+32.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.2% |
| 7D | +8.2% | +12.7% | -4.4% | +5.4% |
| 30D | +22.7% | +15.5% | +7.2% | +18.7% |
| 3M | +6.4% | -14.0% | +20.5% | +9.2% |
| 6M | +22.6% | -8.8% | +31.4% | +23.4% |
| YTD | +20.7% | -6.9% | +27.6% | +17.6% |
| 1Y | +30.6% | -3.0% | +33.6% | +24.6% |
| All | +30.6% | -2.0% | +32.6% | +24.6% |
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 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