+271.7%
RRX vs URA
-51.6%
+323.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +3.7% |
| 7D | +7.5% | -4.1% | +11.6% | +9.5% |
| 30D | +3.0% | -19.0% | +22.0% | +12.1% |
| 3M | -5.3% | -25.1% | +19.8% | +5.7% |
| 6M | -26.6% | -44.5% | +17.8% | -8.1% |
| YTD | +21.2% | -24.3% | +45.5% | +32.4% |
| 1Y | +25.9% | -28.1% | +54.1% | +39.6% |
| 3Y | +71.7% | +40.7% | +31.0% | +38.5% |
| 5Y | +7.8% | +35.5% | -27.7% | -16.1% |
| 10Y | +242.9% | +281.2% | -38.3% | +55.2% |
| All | +271.7% | -51.6% | +323.4% | +227.1% |
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