+45.4%
RSP vs URI
+166.6%
-121.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -1.0% | -9.8% | +8.7% | +1.7% |
| 30D | +2.6% | +1.7% | +0.8% | +1.9% |
| 3M | -0.8% | -9.1% | +8.3% | +1.4% |
| 6M | +6.3% | +9.9% | -3.6% | +2.4% |
| YTD | +14.1% | +31.2% | -17.1% | +2.5% |
| 1Y | +18.0% | +25.9% | -7.9% | +7.3% |
| 3Y | +61.0% | +147.4% | -86.4% | +10.8% |
| All | +45.4% | +166.6% | -121.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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