+134.2%
RRC vs URA
+25.6%
+108.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | +6.4% | -1.5% | +7.9% | +6.7% |
| 30D | +23.9% | -10.4% | +34.3% | +27.4% |
| 3M | +30.2% | -29.6% | +59.8% | +42.6% |
| 6M | +26.3% | -40.3% | +66.5% | +43.9% |
| YTD | +48.1% | -25.5% | +73.6% | +50.9% |
| 1Y | +37.7% | -26.4% | +64.1% | +40.1% |
| 3Y | +60.3% | +31.4% | +28.9% | +14.8% |
| All | +134.2% | +25.6% | +108.5% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling