+357.3%
RL vs URA
+278.3%
+79.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.7% |
| 7D | -4.2% | -4.1% | 0.0% | -2.9% |
| 30D | +4.3% | -19.0% | +23.3% | +10.9% |
| 3M | -4.6% | -25.1% | +20.5% | +3.3% |
| 6M | +1.7% | -44.5% | +46.2% | +20.0% |
| YTD | +7.3% | -24.3% | +31.7% | +12.6% |
| 1Y | +20.8% | -28.1% | +48.9% | +28.3% |
| 3Y | +247.0% | +40.7% | +206.3% | +175.4% |
| 5Y | +225.5% | +35.5% | +190.0% | +150.7% |
| All | +357.3% | +278.3% | +79.0% | +100.7% |
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 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