+53.0%
RSP vs URA
+128.0%
-75.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.8% | +1.1% | -1.8% | -1.0% |
| 30D | -0.3% | +7.4% | -7.7% | -1.7% |
| 3M | +4.3% | -8.4% | +12.7% | +5.4% |
| 6M | +8.8% | -12.7% | +21.5% | +10.3% |
| YTD | +15.3% | +7.8% | +7.5% | +11.5% |
| 1Y | +18.3% | +19.5% | -1.2% | +10.8% |
| 3Y | +52.8% | +116.4% | -63.6% | +21.1% |
| All | +53.0% | +128.0% | -75.0% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling