+1,150.0%
URI vs RRC
+5.5%
+1,144.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -12.9% | +10.1% | -23.1% | -15.0% |
| 3M | -6.7% | +4.0% | -10.7% | -8.0% |
| 6M | +19.0% | +1.6% | +17.4% | +17.5% |
| YTD | +25.5% | +19.7% | +5.8% | +18.7% |
| 1Y | +5.5% | +21.4% | -15.9% | -1.1% |
| 3Y | +111.3% | +29.7% | +81.6% | +91.9% |
| 5Y | +198.6% | +153.9% | +44.7% | +120.7% |
| All | +1,150.0% | +5.5% | +1,144.5% | +915.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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