+34.0%
RRC vs URA
+114.7%
-80.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +10.1% | +7.4% | +2.7% | +8.8% |
| 3M | +4.0% | -8.4% | +12.4% | +5.2% |
| 6M | +1.6% | -12.7% | +14.3% | +2.8% |
| YTD | +19.7% | +7.8% | +11.9% | +14.3% |
| 1Y | +21.4% | +19.5% | +2.0% | +9.8% |
| All | +34.0% | +114.7% | -80.8% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling