+127.3%
UUUU vs RBA
+39.8%
+87.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +1.8% | -1.9% | +3.7% | +2.6% |
| 30D | +1.8% | -13.0% | +14.8% | +7.8% |
| 3M | +1.3% | -23.1% | +24.4% | +11.8% |
| 6M | -26.8% | -22.6% | -4.2% | -19.6% |
| YTD | +0.1% | -20.4% | +20.5% | +7.5% |
| 1Y | +11.2% | -29.6% | +40.8% | +26.7% |
| 3Y | +97.7% | +26.6% | +71.1% | +67.9% |
| 5Y | +127.3% | +38.2% | +89.2% | +57.0% |
| All | +127.3% | +39.8% | +87.6% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling