+354.4%
RMD vs URA
+272.2%
+82.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.1% |
| 7D | +0.1% | +4.5% | -4.4% | -0.8% |
| 30D | +1.9% | -13.4% | +15.3% | +4.4% |
| 3M | +6.3% | -28.4% | +34.7% | +12.3% |
| 6M | +18.2% | -40.5% | +58.7% | +28.4% |
| YTD | +0.3% | -24.3% | +24.5% | +2.4% |
| 1Y | -4.3% | -28.8% | +24.6% | -1.3% |
| 3Y | +71.3% | +37.6% | +33.7% | +45.7% |
| 5Y | -1.8% | +30.7% | -32.5% | -18.2% |
| All | +354.4% | +272.2% | +82.1% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling