+204.5%
URI vs RL
+239.2%
-34.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | +6.7% | +2.6% | +4.1% | +5.4% |
| 30D | +8.9% | +2.9% | +5.9% | +7.2% |
| 3M | +0.5% | 0.0% | +0.5% | +0.3% |
| 6M | +20.7% | +17.1% | +3.6% | +9.3% |
| YTD | +40.0% | +10.1% | +29.9% | +29.8% |
| 1Y | +34.4% | +17.3% | +17.1% | +20.1% |
| 3Y | +149.5% | +249.3% | -99.9% | +12.1% |
| All | +204.5% | +239.2% | -34.7% | +33.3% |
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 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