+754.7%
RMD vs URA
-51.6%
+806.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.5% |
| 7D | +2.3% | -4.1% | +6.5% | +3.1% |
| 30D | +4.1% | -19.0% | +23.1% | +8.3% |
| 3M | +5.7% | -25.1% | +30.8% | +11.2% |
| 6M | +12.9% | -44.5% | +57.4% | +25.2% |
| YTD | -1.5% | -24.3% | +22.8% | +1.0% |
| 1Y | -4.8% | -28.1% | +23.4% | -1.6% |
| 3Y | +57.5% | +40.7% | +16.8% | +33.8% |
| 5Y | -5.5% | +35.5% | -41.0% | -21.6% |
| 10Y | +357.8% | +281.2% | +76.6% | +168.9% |
| All | +754.7% | -51.6% | +806.3% | +672.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling