-35.7%
AUR vs RL
+169.8%
-205.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | +1.4% | -3.4% | +4.9% | +3.8% |
| 30D | -6.4% | -14.4% | +8.0% | +4.1% |
| 3M | +7.7% | -13.6% | +21.3% | +18.7% |
| 6M | +44.5% | +0.6% | +43.9% | +39.5% |
| YTD | +67.4% | -3.6% | +71.1% | +65.8% |
| 1Y | +15.4% | +8.3% | +7.1% | +4.2% |
| 3Y | +94.8% | +204.8% | -109.9% | -22.7% |
| 5Y | -35.1% | +232.9% | -268.1% | -75.7% |
| All | -35.7% | +169.8% | -205.5% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling