+122.1%
URI vs RRX
+4.3%
+117.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.5% |
| 7D | -2.0% | +3.4% | -5.4% | -3.4% |
| 30D | -12.9% | -11.1% | -1.8% | -8.6% |
| 3M | -6.7% | -23.7% | +17.0% | +2.6% |
| 6M | +19.0% | -22.0% | +41.0% | +27.7% |
| YTD | +25.5% | +16.5% | +9.1% | +9.8% |
| 1Y | +5.5% | +11.5% | -6.0% | -6.7% |
| All | +122.1% | +4.3% | +117.8% | +106.4% |
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