+82.2%
UUUU vs RBA
+25.0%
+57.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.0% | -5.4% | -6.0% |
| 7D | -5.0% | -3.3% | -1.7% | -3.9% |
| 30D | -7.8% | -9.8% | +2.0% | -4.6% |
| 3M | -0.4% | -23.5% | +23.0% | +7.9% |
| 6M | -32.9% | -21.5% | -11.4% | -28.2% |
| YTD | -6.3% | -21.2% | +14.9% | -0.7% |
| 1Y | +7.9% | -30.2% | +38.1% | +19.5% |
| All | +82.2% | +25.0% | +57.2% | +68.2% |
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