+200.9%
RRX vs URA
+266.3%
-65.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | +4.3% | -1.5% | +5.9% | +5.0% |
| 30D | +12.3% | -10.4% | +22.7% | +17.4% |
| 3M | +3.7% | -29.6% | +33.3% | +18.4% |
| 6M | -13.9% | -40.3% | +26.4% | +4.3% |
| YTD | +26.5% | -25.5% | +51.9% | +38.7% |
| 1Y | +29.3% | -26.4% | +55.7% | +41.9% |
| 3Y | +65.6% | +31.4% | +34.1% | +37.5% |
| 5Y | +10.6% | +28.6% | -17.9% | -11.7% |
| All | +200.9% | +266.3% | -65.4% | +35.3% |
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