+7,128.3%
URI vs RL
+1,964.2%
+5,164.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.3% | +0.2% | -3.5% |
| 7D | -12.9% | -4.7% | -8.2% | -11.0% |
| 30D | -3.4% | +3.6% | -7.0% | -5.1% |
| 3M | -10.0% | +0.5% | -10.6% | -10.6% |
| 6M | +12.2% | +6.6% | +5.6% | +6.7% |
| YTD | +29.8% | +8.8% | +20.9% | +21.3% |
| 1Y | +24.6% | +21.8% | +2.9% | +10.0% |
| 3Y | +137.6% | +245.8% | -108.2% | +20.1% |
| 5Y | +176.6% | +230.0% | -53.3% | +40.8% |
| 10Y | +1,402.6% | +369.4% | +1,033.1% | +497.9% |
| All | +7,128.3% | +1,964.2% | +5,164.1% | +1,280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling