+261.1%
RCL vs URA
+33.4%
+227.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -0.4% |
| 7D | +6.5% | -4.1% | +10.6% | +8.1% |
| 30D | +15.9% | -19.0% | +34.9% | +25.5% |
| 3M | +2.7% | -25.1% | +27.8% | +14.0% |
| 6M | +15.2% | -44.5% | +59.7% | +43.1% |
| YTD | +19.2% | -24.3% | +43.6% | +26.3% |
| 1Y | +31.6% | -28.1% | +59.7% | +41.6% |
| 3Y | +274.2% | +40.7% | +233.5% | +156.4% |
| All | +261.1% | +33.4% | +227.7% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling