+2,625.5%
UL vs RRX
+3,925.9%
-1,300.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -1.3% | +4.3% | -5.6% | -2.0% |
| 30D | +0.9% | -8.0% | +8.9% | +2.2% |
| 3M | +14.2% | -22.0% | +36.2% | +17.7% |
| 6M | -3.2% | -11.9% | +8.7% | -2.9% |
| YTD | -0.3% | +17.1% | -17.4% | -5.0% |
| 1Y | -8.8% | +14.9% | -23.7% | -13.2% |
| 3Y | +23.9% | +6.9% | +17.0% | +15.3% |
| 5Y | +21.4% | +19.6% | +1.8% | +8.6% |
| 10Y | +66.7% | +215.9% | -149.3% | +20.2% |
| All | +2,625.5% | +3,925.9% | -1,300.4% | +1,379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling