+1,367.3%
AAPL vs URA
+266.3%
+1,101.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | +4.1% | -1.5% | +5.7% | +4.5% |
| 30D | +4.0% | -10.4% | +14.4% | +6.4% |
| 3M | +16.8% | -29.6% | +46.4% | +25.7% |
| 6M | +19.4% | -40.3% | +59.7% | +32.9% |
| YTD | +31.5% | -25.5% | +57.0% | +35.8% |
| 1Y | +31.0% | -26.4% | +57.4% | +35.1% |
| 3Y | +95.3% | +31.4% | +63.8% | +61.6% |
| 5Y | +143.4% | +28.6% | +114.8% | +94.5% |
| All | +1,367.3% | +266.3% | +1,101.1% | +598.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling