+434.6%
RL vs UUUU
-91.9%
+526.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.2% |
| 7D | +1.9% | +2.8% | -0.9% | +1.7% |
| 30D | -12.2% | +3.4% | -15.6% | -12.6% |
| 3M | -6.6% | -3.9% | -2.8% | -6.7% |
| 6M | +3.2% | -23.2% | +26.3% | +4.3% |
| YTD | -1.3% | +0.6% | -1.8% | -3.1% |
| 1Y | +13.6% | +22.9% | -9.3% | +8.5% |
| 3Y | +210.9% | +98.6% | +112.2% | +177.9% |
| 5Y | +246.9% | +130.2% | +116.6% | +199.9% |
| 10Y | +310.1% | +519.5% | -209.4% | +211.8% |
| All | +434.6% | -91.9% | +526.5% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling