+661.6%
A vs URA
-51.6%
+713.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.5% |
| 7D | -0.1% | -4.1% | +4.1% | +1.1% |
| 30D | +3.4% | -19.0% | +22.4% | +9.4% |
| 3M | +23.8% | -25.1% | +49.0% | +33.5% |
| 6M | +49.0% | -44.5% | +93.5% | +73.0% |
| YTD | +29.4% | -24.3% | +53.7% | +34.7% |
| 1Y | +19.4% | -28.1% | +47.5% | +25.7% |
| 3Y | +66.2% | +40.7% | +25.5% | +33.7% |
| 5Y | +15.8% | +35.5% | -19.7% | -9.8% |
| 10Y | +326.1% | +281.2% | +44.9% | +97.4% |
| All | +661.6% | -51.6% | +713.2% | +674.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling