+164.1%
URI vs RRX
+71.2%
+93.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.9% | 0.0% | +3.9% |
| 7D | -4.0% | +12.3% | -16.4% | -9.0% |
| 30D | +6.8% | +9.5% | -2.7% | +2.1% |
| 3M | -2.8% | +1.8% | -4.6% | -4.2% |
| 6M | +20.9% | -15.3% | +36.2% | +26.5% |
| YTD | +40.2% | +29.6% | +10.7% | +14.1% |
| 1Y | +34.1% | +34.1% | 0.0% | +6.5% |
| 3Y | +164.1% | +74.0% | +90.1% | +60.7% |
| All | +164.1% | +71.2% | +93.0% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling