+1,271.8%
URI vs RRX
+210.7%
+1,061.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.9% | +3.0% |
| 7D | +5.0% | -0.7% | +5.7% | +5.4% |
| 30D | -9.4% | -8.0% | -1.4% | -4.4% |
| 3M | -5.8% | -25.1% | +19.2% | +10.4% |
| 6M | +25.8% | -18.3% | +44.1% | +34.7% |
| YTD | +27.9% | +14.2% | +13.7% | +4.4% |
| 1Y | +9.7% | +13.0% | -3.3% | -11.6% |
| 3Y | +128.0% | +4.2% | +123.8% | +78.5% |
| 5Y | +212.4% | +17.9% | +194.5% | +108.4% |
| 10Y | +1,271.8% | +220.4% | +1,051.4% | +266.6% |
| All | +1,271.8% | +210.7% | +1,061.1% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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