+256.3%
RL vs UUUU
-12.8%
+269.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.6% |
| 7D | -4.4% | -3.5% | -0.9% | -4.1% |
| 30D | +5.6% | -28.3% | +33.8% | +8.0% |
| 3M | -0.6% | -53.1% | +52.5% | +4.6% |
| 6M | +15.5% | -68.6% | +84.0% | +24.3% |
| YTD | +12.3% | -52.3% | +64.7% | +16.3% |
| 1Y | +19.3% | -55.8% | +75.1% | +23.8% |
| All | +256.3% | -12.8% | +269.2% | +206.3% |
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