+346.0%
RL vs URA
+277.9%
+68.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | -4.4% | +2.9% | -7.2% | -5.2% |
| 30D | +5.6% | -10.8% | +16.4% | +9.1% |
| 3M | -0.6% | -25.5% | +24.9% | +7.8% |
| 6M | +15.5% | -41.2% | +56.7% | +33.8% |
| YTD | +12.3% | -21.3% | +33.6% | +16.4% |
| 1Y | +19.3% | -25.7% | +45.0% | +25.4% |
| 3Y | +255.5% | +43.1% | +212.5% | +181.5% |
| 5Y | +247.1% | +35.6% | +211.5% | +168.2% |
| 10Y | +346.0% | +281.3% | +64.7% | +97.2% |
| All | +346.0% | +277.9% | +68.1% | +97.2% |
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