+259.4%
RCL vs URA
+41.0%
+218.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +1.7% |
| 7D | +8.5% | +0.3% | +8.2% | +8.3% |
| 30D | +20.4% | -14.8% | +35.2% | +25.2% |
| 3M | +11.0% | -25.3% | +36.3% | +18.9% |
| 6M | +24.9% | -39.9% | +64.8% | +40.8% |
| YTD | +23.9% | -22.4% | +46.3% | +28.4% |
| 1Y | +30.8% | -29.0% | +59.8% | +38.5% |
| All | +259.4% | +41.0% | +218.4% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling