+21.4%
UL vs RRC
+153.5%
-132.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +0.9% | +9.4% | -8.5% | +0.8% |
| 3M | +14.2% | +7.4% | +6.8% | +14.1% |
| 6M | -3.2% | +1.5% | -4.7% | -3.3% |
| YTD | -0.3% | +19.4% | -19.7% | -0.8% |
| 1Y | -8.8% | +24.2% | -33.0% | -9.3% |
| 3Y | +23.9% | +32.8% | -8.9% | +22.1% |
| 5Y | +21.4% | +152.9% | -131.6% | +15.1% |
| All | +21.4% | +153.5% | -132.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling