+839.2%
RCL vs URA
-51.6%
+890.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -0.6% |
| 7D | +6.5% | -4.1% | +10.6% | +8.4% |
| 30D | +15.9% | -19.0% | +34.9% | +27.0% |
| 3M | +2.7% | -25.1% | +27.8% | +15.8% |
| 6M | +15.2% | -44.5% | +59.7% | +47.2% |
| YTD | +19.2% | -24.3% | +43.6% | +28.0% |
| 1Y | +31.6% | -28.1% | +59.7% | +43.6% |
| 3Y | +274.2% | +40.7% | +233.5% | +168.5% |
| 5Y | +250.1% | +35.5% | +214.6% | +146.6% |
| 10Y | +388.4% | +281.2% | +107.3% | +84.5% |
| All | +839.2% | -51.6% | +890.8% | +694.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling