+13.6%
AUR vs RL
+8.0%
+5.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +0.2% | -2.2% | +2.3% | +1.0% |
| 30D | -8.9% | -15.3% | +6.4% | -2.8% |
| 3M | +4.6% | -10.3% | +15.0% | +9.2% |
| 6M | +44.9% | -2.2% | +47.1% | +42.9% |
| YTD | +64.8% | -4.3% | +69.1% | +62.1% |
| All | +13.6% | +8.0% | +5.6% | +1.9% |
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