+360.5%
RCL vs URA
+277.9%
+82.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.0% |
| 7D | +0.6% | +2.9% | -2.3% | -0.8% |
| 30D | +19.4% | -10.8% | +30.2% | +25.2% |
| 3M | +9.8% | -25.5% | +35.3% | +24.0% |
| 6M | +28.6% | -41.2% | +69.9% | +60.3% |
| YTD | +22.2% | -21.3% | +43.4% | +28.2% |
| 1Y | +29.7% | -25.7% | +55.4% | +39.0% |
| 3Y | +265.3% | +43.1% | +222.2% | +152.0% |
| 5Y | +301.8% | +35.6% | +266.2% | +172.3% |
| 10Y | +360.5% | +281.3% | +79.2% | +42.3% |
| All | +360.5% | +277.9% | +82.6% | +42.3% |
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