+1,218.8%
URI vs RL
+397.7%
+821.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.8% | +1.0% | +3.8% |
| 7D | -4.0% | +0.2% | -4.3% | -4.2% |
| 30D | +6.8% | +7.3% | -0.5% | +2.8% |
| 3M | -2.8% | +1.0% | -3.9% | -3.7% |
| 6M | +20.9% | +11.8% | +9.1% | +11.8% |
| YTD | +40.2% | +13.6% | +26.6% | +27.5% |
| 1Y | +34.1% | +24.0% | +10.0% | +16.0% |
| 3Y | +164.1% | +256.6% | -92.4% | +21.6% |
| 5Y | +199.3% | +240.2% | -40.9% | +37.8% |
| 10Y | +1,218.8% | +373.0% | +845.9% | +394.3% |
| All | +1,218.8% | +397.7% | +821.2% | +394.3% |
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