+64.6%
A vs URA
+37.6%
+27.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.7% |
| 7D | +0.7% | +4.5% | -3.7% | +0.2% |
| 30D | +0.8% | -13.4% | +14.3% | +2.6% |
| 3M | +16.9% | -28.4% | +45.3% | +21.5% |
| 6M | +53.8% | -40.5% | +94.2% | +62.9% |
| YTD | +28.1% | -24.3% | +52.4% | +30.2% |
| 1Y | +15.0% | -28.8% | +43.9% | +17.8% |
| All | +64.6% | +37.6% | +27.0% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling