+318.8%
ADP vs URA
+277.9%
+40.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.9% | +2.9% | -1.9% | +0.4% |
| 30D | +11.9% | -10.8% | +22.7% | +13.5% |
| 3M | +13.7% | -25.5% | +39.3% | +18.3% |
| 6M | +46.8% | -41.2% | +88.0% | +57.9% |
| YTD | +21.8% | -21.3% | +43.0% | +21.7% |
| 1Y | +23.5% | -25.7% | +49.2% | +24.5% |
| 3Y | +44.1% | +43.1% | +1.0% | +19.1% |
| 5Y | +49.9% | +35.6% | +14.3% | +21.0% |
| 10Y | +318.8% | +281.3% | +37.5% | +115.4% |
| All | +318.8% | +277.9% | +40.8% | +115.4% |
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