+15.7%
RRC vs URA
-31.1%
+46.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +1.3% | +1.1% | +0.2% | +0.7% |
| 30D | +10.1% | +7.4% | +2.7% | +6.2% |
| 3M | +4.0% | -8.4% | +12.4% | +5.9% |
| 6M | +1.6% | -12.7% | +14.3% | +2.9% |
| YTD | +19.7% | +7.8% | +11.9% | +7.7% |
| 1Y | +21.4% | +19.5% | +2.0% | +0.2% |
| 3Y | +29.7% | +116.4% | -86.8% | -26.1% |
| 5Y | +153.9% | +134.3% | +19.6% | +31.1% |
| 10Y | +10.8% | +359.3% | -348.4% | -62.2% |
| All | +15.7% | -31.1% | +46.8% | -29.6% |
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