+251.8%
RL vs URA
+30.2%
+221.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.3% | -2.1% | -6.3% |
| 7D | -4.7% | -13.3% | +8.6% | -1.9% |
| 30D | +3.6% | -25.9% | +29.4% | +9.8% |
| 3M | +0.5% | -27.8% | +28.3% | +6.8% |
| 6M | +6.6% | -42.8% | +49.4% | +18.3% |
| YTD | +8.8% | -27.5% | +36.3% | +13.5% |
| 1Y | +21.8% | -35.1% | +56.9% | +29.5% |
| All | +251.8% | +30.2% | +221.5% | +221.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling