-4.5%
UPS vs RBA
+63.1%
-67.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +3.8% | +1.7% | +2.0% | +3.4% |
| 30D | +17.4% | +8.3% | +9.0% | +15.5% |
| 3M | +8.2% | +10.5% | -2.4% | +6.0% |
| 6M | +17.9% | -5.9% | +23.8% | +18.4% |
| YTD | +18.7% | -6.9% | +25.6% | +19.0% |
| 1Y | +24.8% | -4.9% | +29.7% | +24.6% |
| 3Y | -4.5% | +64.5% | -69.0% | -10.2% |
| All | -4.5% | +63.1% | -67.7% | -10.2% |
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