+316.1%
ADP vs URA
+289.1%
+27.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.3% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +12.8% | -14.8% | +27.5% | +15.2% |
| 3M | +12.3% | -25.3% | +37.6% | +16.8% |
| 6M | +45.4% | -39.9% | +85.3% | +55.8% |
| YTD | +21.4% | -22.4% | +43.8% | +21.7% |
| 1Y | +23.7% | -29.0% | +52.7% | +25.8% |
| 3Y | +43.6% | +41.0% | +2.7% | +19.0% |
| 5Y | +48.7% | +38.3% | +10.4% | +19.2% |
| 10Y | +316.1% | +276.1% | +40.0% | +114.6% |
| All | +316.1% | +289.1% | +27.0% | +114.6% |
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 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