-13.0%
USAR vs RBA
+61.9%
-74.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +6.2% |
| 7D | -1.1% | +2.5% | -3.6% | -1.4% |
| 30D | -30.3% | +11.6% | -41.8% | -31.5% |
| 3M | -54.7% | +1.5% | -56.2% | -54.8% |
| 6M | -67.5% | -6.6% | -60.9% | -67.4% |
| YTD | -26.4% | -6.3% | -20.1% | -25.4% |
| 1Y | -49.5% | -4.0% | -45.6% | -48.9% |
| 3Y | -14.5% | +47.3% | -61.7% | -12.0% |
| All | -13.0% | +61.9% | -74.9% | -10.5% |
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 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