+330.2%
RCL vs URI
+1,189.9%
-859.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.3% |
| 7D | -0.2% | +9.3% | -9.6% | -6.0% |
| 30D | +14.4% | +7.6% | +6.8% | +8.4% |
| 3M | +5.2% | +1.0% | +4.1% | +3.0% |
| 6M | +26.1% | +19.8% | +6.3% | +9.1% |
| YTD | +17.4% | +41.9% | -24.5% | -14.6% |
| 1Y | +24.7% | +33.4% | -8.7% | -5.3% |
| 3Y | +250.9% | +156.0% | +94.9% | +56.2% |
| 5Y | +293.8% | +209.5% | +84.3% | +46.5% |
| All | +330.2% | +1,189.9% | -859.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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