+97.0%
AUR vs RL
+198.9%
-101.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +1.9% |
| 7D | +11.1% | -0.3% | +11.4% | +11.3% |
| 30D | -6.9% | -17.5% | +10.6% | +5.0% |
| 3M | +5.5% | -14.0% | +19.5% | +15.4% |
| 6M | +41.0% | -2.0% | +43.0% | +38.6% |
| YTD | +69.3% | -4.6% | +73.9% | +68.7% |
| 1Y | +14.0% | +9.5% | +4.5% | +2.2% |
| All | +97.0% | +198.9% | -101.9% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling