+366.9%
RCL vs URA
+272.4%
+94.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +2.4% |
| 7D | +8.5% | +0.3% | +8.2% | +8.2% |
| 30D | +20.4% | -14.8% | +35.2% | +28.9% |
| 3M | +11.0% | -25.3% | +36.3% | +25.2% |
| 6M | +24.9% | -39.9% | +64.8% | +53.8% |
| YTD | +23.9% | -22.4% | +46.3% | +30.9% |
| 1Y | +30.8% | -29.0% | +59.8% | +43.2% |
| 3Y | +270.4% | +41.0% | +229.4% | +157.2% |
| 5Y | +296.1% | +38.3% | +257.8% | +164.9% |
| All | +366.9% | +272.4% | +94.5% | +45.2% |
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