-9.0%
AUR vs RL
+34.3%
-43.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -5.8% |
| 7D | -19.8% | +5.8% | -25.6% | -21.4% |
| 30D | -29.0% | +12.7% | -41.8% | -31.9% |
| 3M | -43.6% | +9.3% | -52.9% | -45.3% |
| 6M | -36.6% | +16.9% | -53.6% | -39.8% |
| YTD | +6.3% | +17.5% | -11.2% | -2.9% |
| 1Y | -9.0% | +34.6% | -43.7% | -24.5% |
| All | -9.0% | +34.3% | -43.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling