+9.7%
URI vs RRX
+12.4%
-2.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.9% | +2.0% |
| 7D | +5.0% | -0.7% | +5.7% | +5.2% |
| 30D | -9.4% | -8.0% | -1.4% | -7.4% |
| 3M | -5.8% | -25.1% | +19.2% | +0.8% |
| 6M | +25.8% | -18.3% | +44.1% | +30.2% |
| YTD | +27.9% | +14.2% | +13.7% | +19.7% |
| 1Y | +9.7% | +13.0% | -3.3% | +1.9% |
| All | +9.7% | +12.4% | -2.7% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling