+2,732.3%
UL vs RRC
+1,499.3%
+1,233.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -2.5% | +2.5% | -5.0% | -2.6% |
| 30D | +5.7% | +21.1% | -15.5% | +4.5% |
| 3M | +7.0% | +28.4% | -21.4% | +5.4% |
| 6M | +16.1% | +26.5% | -10.4% | +14.4% |
| YTD | +3.6% | +47.0% | -43.4% | +1.2% |
| 1Y | -1.4% | +35.2% | -36.6% | -3.3% |
| 3Y | +34.1% | +61.0% | -26.9% | +29.4% |
| 5Y | +32.0% | +133.6% | -101.6% | +23.0% |
| 10Y | +104.7% | +72.1% | +32.6% | +82.9% |
| All | +2,732.3% | +1,499.3% | +1,233.0% | +2,207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling