+34.6%
RL vs UUUU
-55.1%
+89.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.5% |
| 7D | +5.8% | -14.4% | +20.2% | +7.1% |
| 30D | +12.7% | -33.6% | +46.4% | +16.3% |
| 3M | +9.3% | -44.2% | +53.5% | +14.0% |
| 6M | +16.9% | -66.8% | +83.7% | +26.0% |
| YTD | +17.5% | -50.6% | +68.1% | +22.3% |
| 1Y | +34.6% | -57.8% | +92.4% | +42.1% |
| All | +34.6% | -55.1% | +89.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling