+448.0%
RSG vs URA
+266.3%
+181.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +2.5% | -1.5% | +4.0% | +2.6% |
| 30D | +12.7% | -10.4% | +23.1% | +13.6% |
| 3M | +17.9% | -29.6% | +47.6% | +21.1% |
| 6M | +25.0% | -40.3% | +65.3% | +30.0% |
| YTD | +20.8% | -25.5% | +46.3% | +21.4% |
| 1Y | +24.3% | -26.4% | +50.7% | +24.8% |
| 3Y | +65.3% | +31.4% | +33.8% | +48.9% |
| 5Y | +99.1% | +28.6% | +70.5% | +75.6% |
| All | +448.0% | +266.3% | +181.7% | +239.8% |
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