+108.9%
RRC vs URA
+33.4%
+75.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -4.2% |
| 7D | -10.8% | -4.1% | -6.7% | -9.8% |
| 30D | +22.3% | -19.0% | +41.3% | +29.7% |
| 3M | +26.6% | -25.1% | +51.8% | +36.5% |
| 6M | +18.9% | -44.5% | +63.4% | +39.4% |
| YTD | +39.2% | -24.3% | +63.5% | +41.5% |
| 1Y | +34.0% | -28.1% | +62.1% | +38.0% |
| 3Y | +42.0% | +40.7% | +1.3% | -1.9% |
| All | +108.9% | +33.4% | +75.5% | +43.0% |
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