+103.9%
UL vs RRC
+72.2%
+31.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +4.5% | +25.2% | -20.7% | +3.7% |
| 3M | +5.5% | +27.8% | -22.4% | +4.6% |
| 6M | +17.0% | +27.2% | -10.2% | +16.0% |
| YTD | +3.2% | +48.2% | -45.0% | +1.7% |
| 1Y | -1.9% | +34.7% | -36.6% | -3.0% |
| 3Y | +33.6% | +62.2% | -28.7% | +30.7% |
| 5Y | +31.5% | +130.9% | -99.4% | +25.7% |
| 10Y | +103.9% | +73.4% | +30.5% | +80.9% |
| All | +103.9% | +72.2% | +31.7% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling