+120.5%
URI vs RBA
+36.9%
+83.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.0% | -2.9% | +0.9% | -0.8% |
| 30D | -12.9% | -12.3% | -0.6% | -8.5% |
| 3M | -6.7% | -20.5% | +13.8% | +0.8% |
| 6M | +19.0% | -18.5% | +37.5% | +27.2% |
| YTD | +25.5% | -18.2% | +43.8% | +33.2% |
| 1Y | +5.5% | -27.5% | +33.0% | +18.0% |
| All | +120.5% | +36.9% | +83.6% | +92.5% |
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