+964.9%
RSG vs URA
-31.1%
+996.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | +7.6% | +7.4% | +0.2% | +6.5% |
| 3M | +7.4% | -8.4% | +15.8% | +8.1% |
| 6M | -3.3% | -12.7% | +9.4% | -2.7% |
| YTD | +6.0% | +7.8% | -1.8% | +2.8% |
| 1Y | -3.7% | +19.5% | -23.1% | -8.8% |
| 3Y | +59.1% | +116.4% | -57.3% | +32.9% |
| 5Y | +89.0% | +134.3% | -45.3% | +49.9% |
| 10Y | +412.5% | +359.3% | +53.3% | +231.4% |
| All | +964.9% | -31.1% | +996.0% | +822.7% |
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