+1,340.7%
URI vs RBA
+224.6%
+1,116.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.8% |
| 7D | -9.8% | +4.3% | -14.1% | -11.8% |
| 30D | +1.7% | +16.3% | -14.6% | -6.0% |
| 3M | -9.1% | +1.3% | -10.4% | -10.4% |
| 6M | +9.9% | -11.1% | +20.9% | +13.9% |
| YTD | +31.2% | -8.5% | +39.7% | +33.5% |
| 1Y | +25.9% | -2.1% | +28.1% | +23.6% |
| 3Y | +147.4% | +44.6% | +102.8% | +92.5% |
| 5Y | +179.7% | +36.8% | +142.9% | +116.7% |
| All | +1,340.7% | +224.6% | +1,116.1% | +495.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling