-20.0%
RKT vs URA
+246.1%
-266.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.8% |
| 7D | +4.6% | +0.3% | +4.3% | +4.4% |
| 30D | +25.9% | -14.8% | +40.7% | +31.4% |
| 3M | +5.0% | -25.3% | +30.3% | +13.8% |
| 6M | -7.9% | -39.9% | +32.0% | +5.9% |
| YTD | -25.4% | -22.4% | -2.9% | -20.3% |
| 1Y | -15.4% | -29.0% | +13.6% | -7.8% |
| 3Y | +83.3% | +41.0% | +42.3% | +53.3% |
| 5Y | -0.8% | +38.3% | -39.1% | -20.6% |
| All | -20.0% | +246.1% | -266.2% | -49.1% |
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