+213.4%
RSP vs URA
+278.3%
-64.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | -1.0% | -4.1% | +3.1% | -0.1% |
| 30D | +2.6% | -19.0% | +21.6% | +7.4% |
| 3M | -0.8% | -25.1% | +24.4% | +5.3% |
| 6M | +6.3% | -44.5% | +50.8% | +20.1% |
| YTD | +14.1% | -24.3% | +38.4% | +18.0% |
| 1Y | +18.0% | -28.1% | +46.1% | +23.1% |
| 3Y | +61.0% | +40.7% | +20.4% | +33.8% |
| 5Y | +45.6% | +35.5% | +10.1% | +17.5% |
| All | +213.4% | +278.3% | -64.9% | +61.0% |
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