+217.3%
RRX vs URA
+346.2%
-128.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.3% | +7.0% | +4.9% |
| 7D | -0.3% | -5.5% | +5.1% | +1.7% |
| 30D | -6.1% | -3.7% | -2.4% | -5.1% |
| 3M | -23.1% | -2.9% | -20.2% | -22.6% |
| 6M | -19.5% | -15.2% | -4.3% | -15.0% |
| YTD | +16.1% | +1.9% | +14.2% | +12.8% |
| 1Y | +12.9% | +6.9% | +6.0% | +5.9% |
| 3Y | +7.9% | +99.6% | -91.7% | -24.4% |
| 5Y | +19.1% | +101.2% | -82.1% | -21.6% |
| All | +217.3% | +346.2% | -128.8% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling