+357.8%
RL vs URA
-31.1%
+388.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | -7.8% | +7.4% | -15.2% | -10.2% |
| 3M | -4.0% | -8.4% | +4.4% | -2.3% |
| 6M | -1.9% | -12.7% | +10.8% | +0.8% |
| YTD | -0.2% | +7.8% | -8.0% | -5.5% |
| 1Y | +10.7% | +19.5% | -8.8% | -0.6% |
| 3Y | +210.8% | +116.4% | +94.3% | +117.8% |
| 5Y | +238.2% | +134.3% | +103.9% | +119.8% |
| 10Y | +313.4% | +359.3% | -45.9% | +97.9% |
| All | +357.8% | -31.1% | +388.9% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling