+2,653.9%
UL vs RRC
+1,202.2%
+1,451.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -1.3% | +1.3% | -2.6% | -1.4% |
| 30D | +0.5% | +10.1% | -9.6% | 0.0% |
| 3M | +17.6% | +4.0% | +13.6% | +17.3% |
| 6M | -5.4% | +1.6% | -7.0% | -5.6% |
| YTD | +0.7% | +19.7% | -19.0% | -0.4% |
| 1Y | -9.3% | +21.4% | -30.7% | -10.4% |
| 3Y | +24.5% | +29.7% | -5.1% | +21.7% |
| 5Y | +23.2% | +153.9% | -130.7% | +14.2% |
| 10Y | +64.5% | +10.8% | +53.7% | +50.7% |
| All | +2,653.9% | +1,202.2% | +1,451.7% | +2,170.9% |
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 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