-92.0%
UUUU vs RBA
+561.9%
-653.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.4% | -2.9% | +1.6% | +0.1% |
| 30D | +16.3% | -12.3% | +28.6% | +23.4% |
| 3M | -16.7% | -20.5% | +3.8% | -8.3% |
| 6M | -33.7% | -18.5% | -15.1% | -28.2% |
| YTD | -0.5% | -18.2% | +17.7% | +6.8% |
| 1Y | +28.9% | -27.5% | +56.4% | +47.1% |
| 3Y | +99.9% | +38.1% | +61.8% | +61.9% |
| 5Y | +135.3% | +44.8% | +90.5% | +80.8% |
| 10Y | +518.4% | +187.1% | +331.2% | +220.5% |
| All | -92.0% | +561.9% | -653.9% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling