+32.0%
RCL vs URA
-32.2%
+64.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.4% | +6.6% |
| 7D | +11.7% | -10.5% | +22.2% | +14.4% |
| 30D | +21.1% | -18.6% | +39.8% | +26.7% |
| 3M | +2.9% | -23.0% | +25.9% | +8.6% |
| 6M | +29.8% | -40.3% | +70.1% | +44.4% |
| YTD | +21.4% | -23.5% | +44.9% | +26.1% |
| 1Y | +32.0% | -31.1% | +63.1% | +39.8% |
| All | +32.0% | -32.2% | +64.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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