+301.7%
RRX vs URA
-49.7%
+351.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | +5.4% | +2.9% | +2.5% | +4.4% |
| 30D | +12.0% | -10.8% | +22.8% | +17.4% |
| 3M | +6.1% | -25.5% | +31.7% | +18.9% |
| 6M | -13.2% | -41.2% | +28.0% | +6.3% |
| YTD | +31.0% | -21.3% | +52.2% | +40.9% |
| 1Y | +38.8% | -25.7% | +64.5% | +51.8% |
| 3Y | +70.3% | +43.1% | +27.2% | +36.6% |
| 5Y | +15.5% | +35.6% | -20.1% | -9.9% |
| 10Y | +213.7% | +281.3% | -67.6% | +42.0% |
| All | +301.7% | -49.7% | +351.4% | +248.1% |
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