+496.5%
RL vs UUUU
-96.4%
+592.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.0% |
| 7D | +2.6% | -1.1% | +3.6% | +2.6% |
| 30D | +2.9% | -21.0% | +23.9% | +4.7% |
| 3M | 0.0% | -54.8% | +54.8% | +5.8% |
| 6M | +17.1% | -67.3% | +84.5% | +26.4% |
| YTD | +10.1% | -54.7% | +64.8% | +14.5% |
| 1Y | +17.3% | -57.4% | +74.7% | +22.2% |
| 3Y | +249.3% | -19.6% | +269.0% | +234.3% |
| 5Y | +240.9% | -40.0% | +280.9% | +225.1% |
| 10Y | +337.3% | +364.1% | -26.8% | +244.4% |
| All | +496.5% | -96.4% | +592.8% | +364.6% |
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