+556.4%
A vs URA
-31.1%
+587.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.9% | +1.1% | -3.0% | -2.3% |
| 30D | +6.9% | +7.4% | -0.5% | +4.7% |
| 3M | +9.2% | -8.4% | +17.6% | +11.1% |
| 6M | +25.7% | -12.7% | +38.4% | +28.3% |
| YTD | +11.5% | +7.8% | +3.7% | +5.7% |
| 1Y | +18.4% | +19.5% | -1.1% | +6.8% |
| 3Y | +26.6% | +116.4% | -89.8% | -10.0% |
| 5Y | -12.8% | +134.3% | -147.1% | -43.4% |
| 10Y | +247.2% | +359.3% | -112.1% | +57.3% |
| All | +556.4% | -31.1% | +587.5% | +507.6% |
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