+226.3%
RL vs UUUU
+132.1%
+94.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.3% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | -17.5% | +1.8% | -19.3% | -17.9% |
| 3M | -14.0% | +1.3% | -15.2% | -14.7% |
| 6M | -2.0% | -26.8% | +24.8% | +0.3% |
| YTD | -4.6% | +0.1% | -4.7% | -8.1% |
| 1Y | +9.5% | +11.2% | -1.7% | +1.0% |
| 3Y | +200.5% | +97.7% | +102.8% | +135.0% |
| 5Y | +226.3% | +127.3% | +98.9% | +140.9% |
| All | +226.3% | +132.1% | +94.2% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling