+20.3%
A vs URA
-32.0%
+52.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.2% |
| 7D | -0.1% | -4.1% | +4.1% | +0.4% |
| 30D | +3.4% | -19.0% | +22.4% | +5.7% |
| 3M | +23.8% | -25.1% | +49.0% | +27.6% |
| 6M | +49.0% | -44.5% | +93.5% | +57.6% |
| YTD | +29.4% | -24.3% | +53.7% | +28.4% |
| All | +20.3% | -32.0% | +52.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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