+3.9%
RRC vs URA
+371.9%
-368.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.5% |
| 7D | -1.2% | +8.1% | -9.3% | -4.4% |
| 30D | +9.4% | +5.8% | +3.7% | +6.4% |
| 3M | +7.4% | +3.4% | +3.9% | +4.0% |
| 6M | +1.5% | -2.6% | +4.1% | -1.9% |
| YTD | +19.4% | +11.2% | +8.2% | +6.0% |
| 1Y | +24.2% | +19.8% | +4.4% | +2.4% |
| 3Y | +32.8% | +121.5% | -88.7% | -26.9% |
| 5Y | +152.9% | +134.5% | +18.5% | +25.7% |
| 10Y | +3.9% | +376.7% | -372.8% | -67.3% |
| All | +3.9% | +371.9% | -368.1% | -67.3% |
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