+18.9%
UL vs RRX
+17.8%
+1.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.4% |
| 7D | -3.4% | -0.3% | -3.0% | -3.4% |
| 30D | +0.5% | -6.1% | +6.6% | +0.9% |
| 3M | +7.2% | -23.1% | +30.3% | +8.6% |
| 6M | -3.1% | -19.5% | +16.5% | -2.5% |
| YTD | -2.7% | +16.1% | -18.8% | -5.0% |
| 1Y | -10.2% | +12.9% | -23.2% | -12.3% |
| 3Y | +20.3% | +7.9% | +12.3% | +16.6% |
| All | +18.9% | +17.8% | +1.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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