+420.8%
RSG vs URA
+346.2%
+74.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.0% | +1.0% |
| 7D | 0.0% | -5.5% | +5.5% | +0.5% |
| 30D | +4.0% | -3.7% | +7.7% | +4.2% |
| 3M | +7.4% | -2.9% | +10.3% | +7.4% |
| 6M | +0.1% | -15.2% | +15.4% | +0.9% |
| YTD | +6.0% | +1.9% | +4.1% | +4.0% |
| 1Y | -3.0% | +6.9% | -9.9% | -6.2% |
| 3Y | +56.5% | +99.6% | -43.1% | +35.1% |
| 5Y | +90.9% | +101.2% | -10.2% | +59.4% |
| All | +420.8% | +346.2% | +74.7% | +225.5% |
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 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