+144.6%
URI vs RBA
+44.2%
+100.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.0% |
| 7D | -12.9% | +7.3% | -20.3% | -15.2% |
| 30D | -3.4% | +16.9% | -20.3% | -8.9% |
| 3M | -10.0% | -0.5% | -9.5% | -10.1% |
| 6M | +12.2% | -10.4% | +22.6% | +15.2% |
| YTD | +29.8% | -7.2% | +37.0% | +30.8% |
| 1Y | +24.6% | -2.2% | +26.9% | +23.0% |
| All | +144.6% | +44.2% | +100.4% | +115.5% |
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