+1,340.7%
URI vs RL
+356.1%
+984.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | -9.8% | -4.2% | -5.6% | -7.9% |
| 30D | +1.7% | +4.3% | -2.5% | -0.6% |
| 3M | -9.1% | -4.6% | -4.5% | -7.2% |
| 6M | +9.9% | +1.7% | +8.1% | +6.6% |
| YTD | +31.2% | +7.3% | +23.9% | +22.7% |
| 1Y | +25.9% | +20.8% | +5.1% | +10.1% |
| 3Y | +147.4% | +247.0% | -99.6% | +14.5% |
| 5Y | +179.7% | +225.5% | -45.7% | +30.9% |
| All | +1,340.7% | +356.1% | +984.6% | +465.3% |
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