+201.7%
RL vs UUUU
+96.1%
+105.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.3% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | -17.5% | +1.8% | -19.3% | -17.7% |
| 3M | -14.0% | +1.3% | -15.2% | -14.4% |
| 6M | -2.0% | -26.8% | +24.8% | -0.9% |
| YTD | -4.6% | +0.1% | -4.7% | -6.1% |
| 1Y | +9.5% | +11.2% | -1.7% | +5.2% |
| All | +201.7% | +96.1% | +105.6% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling