+345.6%
RCL vs URA
+356.0%
-10.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -5.1% | +1.1% | -6.2% | -5.6% |
| 30D | -19.0% | +7.4% | -26.4% | -21.9% |
| 3M | -9.6% | -8.4% | -1.2% | -7.0% |
| 6M | -6.7% | -12.7% | +6.0% | -2.8% |
| YTD | -3.9% | +7.8% | -11.7% | -11.7% |
| 1Y | -25.1% | +19.5% | -44.5% | -36.9% |
| 3Y | +179.1% | +116.4% | +62.7% | +58.3% |
| 5Y | +243.3% | +134.3% | +109.0% | +73.0% |
| All | +345.6% | +356.0% | -10.4% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling