+210.4%
URI vs RRX
+19.7%
+190.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +2.5% | +4.3% | -1.8% | +0.4% |
| 30D | -12.5% | -8.0% | -4.5% | -8.8% |
| 3M | -6.2% | -22.0% | +15.8% | +3.9% |
| 6M | +25.9% | -11.9% | +37.8% | +28.0% |
| YTD | +26.2% | +17.1% | +9.1% | +7.2% |
| 1Y | +5.5% | +14.9% | -9.4% | -10.6% |
| 3Y | +125.0% | +6.9% | +118.1% | +91.8% |
| 5Y | +210.4% | +19.6% | +190.9% | +145.9% |
| All | +210.4% | +19.7% | +190.7% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling