+899.1%
ADP vs URA
-31.1%
+930.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -3.4% | +1.1% | -4.5% | -3.6% |
| 30D | +2.8% | +7.4% | -4.6% | +1.3% |
| 3M | +20.9% | -8.4% | +29.3% | +21.9% |
| 6M | +29.9% | -12.7% | +42.6% | +30.8% |
| YTD | +9.6% | +7.8% | +1.9% | +4.7% |
| 1Y | -5.3% | +19.5% | -24.7% | -12.7% |
| 3Y | +16.5% | +116.4% | -99.9% | -10.2% |
| 5Y | +49.4% | +134.3% | -84.9% | +8.0% |
| 10Y | +282.2% | +359.3% | -77.1% | +114.6% |
| All | +899.1% | -31.1% | +930.2% | +674.0% |
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