+198.0%
ALB vs URA
-31.1%
+229.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.8% |
| 7D | -8.1% | +1.1% | -9.1% | -8.7% |
| 30D | +6.3% | +7.4% | -1.1% | +2.1% |
| 3M | -23.6% | -8.4% | -15.2% | -21.2% |
| 6M | -24.6% | -12.7% | -11.9% | -21.3% |
| YTD | -10.3% | +7.8% | -18.1% | -15.9% |
| 1Y | +61.5% | +19.5% | +42.0% | +42.5% |
| 3Y | -34.0% | +116.4% | -150.4% | -57.9% |
| 5Y | -44.6% | +134.3% | -178.9% | -67.6% |
| 10Y | +76.1% | +359.3% | -283.2% | -30.3% |
| All | +198.0% | -31.1% | +229.1% | +138.8% |
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 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