+63.3%
UL vs RRC
+6.5%
+56.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -4.1% | -1.2% | -2.9% | -4.0% |
| 30D | -1.2% | +3.0% | -4.2% | -1.3% |
| 3M | +6.0% | +7.3% | -1.3% | +5.7% |
| 6M | -5.5% | +3.6% | -9.0% | -5.7% |
| YTD | -3.3% | +19.4% | -22.7% | -4.0% |
| 1Y | -9.8% | +21.4% | -31.2% | -10.5% |
| 3Y | +20.1% | +32.8% | -12.6% | +18.3% |
| 5Y | +19.2% | +152.0% | -132.8% | +13.4% |
| All | +63.3% | +6.5% | +56.8% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RRC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling