+1,127.7%
RSP vs URI
+10,184.5%
-9,056.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.3% |
| 30D | -0.3% | -12.9% | +12.6% | +3.2% |
| 3M | +4.3% | -6.7% | +11.0% | +5.7% |
| 6M | +8.8% | +19.0% | -10.2% | +2.3% |
| YTD | +15.3% | +25.5% | -10.3% | +6.2% |
| 1Y | +18.3% | +5.5% | +12.7% | +13.8% |
| 3Y | +52.8% | +111.3% | -58.5% | +19.1% |
| 5Y | +51.7% | +198.6% | -146.8% | +5.5% |
| 10Y | +208.5% | +1,179.9% | -971.4% | +37.4% |
| All | +1,127.7% | +10,184.5% | -9,056.7% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling