+34.5%
RRC vs URA
-51.6%
+86.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -4.8% |
| 7D | -10.8% | -4.1% | -6.7% | -9.3% |
| 30D | +22.3% | -19.0% | +41.3% | +33.2% |
| 3M | +26.6% | -25.1% | +51.8% | +41.2% |
| 6M | +18.9% | -44.5% | +63.4% | +48.1% |
| YTD | +39.2% | -24.3% | +63.5% | +44.4% |
| 1Y | +34.0% | -28.1% | +62.1% | +41.1% |
| 3Y | +42.0% | +40.7% | +1.3% | -2.3% |
| 5Y | +111.9% | +35.5% | +76.4% | +42.4% |
| 10Y | +62.8% | +281.2% | -218.4% | -40.8% |
| All | +34.5% | -51.6% | +86.1% | -5.5% |
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 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