+1,135.8%
URI vs RL
+337.1%
+798.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | +6.7% | +2.6% | +4.1% | +5.3% |
| 30D | +8.9% | +2.9% | +5.9% | +7.1% |
| 3M | +0.5% | 0.0% | +0.5% | +0.3% |
| 6M | +20.7% | +17.1% | +3.6% | +8.9% |
| YTD | +40.0% | +10.1% | +29.9% | +29.4% |
| 1Y | +34.4% | +17.3% | +17.1% | +19.7% |
| 3Y | +149.5% | +249.3% | -99.9% | +16.0% |
| 5Y | +205.6% | +240.9% | -35.3% | +40.4% |
| All | +1,135.8% | +337.1% | +798.8% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling