+523.8%
RSP vs URA
-31.1%
+554.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.8% | +1.1% | -1.8% | -1.1% |
| 30D | -0.3% | +7.4% | -7.7% | -2.3% |
| 3M | +4.3% | -8.4% | +12.7% | +5.8% |
| 6M | +8.8% | -12.7% | +21.5% | +10.9% |
| YTD | +15.3% | +7.8% | +7.5% | +9.9% |
| 1Y | +18.3% | +19.5% | -1.2% | +8.1% |
| 3Y | +52.8% | +116.4% | -63.6% | +13.1% |
| 5Y | +51.7% | +134.3% | -82.6% | +4.1% |
| 10Y | +208.5% | +359.3% | -150.8% | +57.4% |
| All | +523.8% | -31.1% | +554.9% | +400.7% |
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