-19.0%
USAR vs RBA
+60.9%
-79.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | -20.9% | +8.3% | -29.3% | -22.0% |
| 3M | -56.2% | +10.5% | -66.7% | -56.9% |
| 6M | -67.9% | -5.9% | -62.0% | -67.8% |
| YTD | -31.4% | -6.9% | -24.6% | -30.5% |
| 1Y | -45.1% | -4.9% | -40.2% | -44.3% |
| 3Y | -20.3% | +64.5% | -84.8% | -17.9% |
| All | -19.0% | +60.9% | -79.8% | -16.6% |
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 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