+137.3%
ADBE vs URA
+266.3%
-128.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +1.6% | -1.5% | +3.1% | +1.8% |
| 30D | +1.0% | -10.4% | +11.4% | +3.1% |
| 3M | -10.1% | -29.6% | +19.5% | -3.7% |
| 6M | +3.0% | -40.3% | +43.2% | +13.6% |
| YTD | -30.5% | -25.5% | -5.1% | -29.5% |
| 1Y | -27.1% | -26.4% | -0.7% | -26.2% |
| 3Y | -58.8% | +31.4% | -90.3% | -67.2% |
| 5Y | -63.0% | +28.6% | -91.6% | -71.5% |
| All | +137.3% | +266.3% | -128.9% | +11.2% |
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