+203.4%
URI vs RL
+238.1%
-34.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.6% |
| 30D | -12.9% | -7.8% | -5.2% | -9.6% |
| 3M | -6.7% | -4.0% | -2.7% | -5.7% |
| 6M | +19.0% | -1.9% | +20.9% | +17.5% |
| YTD | +25.5% | -0.2% | +25.7% | +22.4% |
| 1Y | +5.5% | +10.7% | -5.1% | -3.1% |
| 3Y | +111.3% | +210.8% | -99.5% | +3.0% |
| All | +203.4% | +238.1% | -34.7% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling