+31.9%
UL vs RRC
+114.1%
-82.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +0.3% | -10.3% | +10.6% | +0.4% |
| 30D | +7.0% | +19.5% | -12.5% | +6.6% |
| 3M | +5.8% | +27.9% | -22.1% | +5.2% |
| 6M | +16.1% | +21.2% | -5.0% | +15.6% |
| YTD | +4.5% | +39.6% | -35.1% | +3.5% |
| 1Y | -1.3% | +31.3% | -32.6% | -2.0% |
| 3Y | +35.0% | +51.9% | -17.0% | +32.6% |
| All | +31.9% | +114.1% | -82.3% | +25.8% |
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 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