+374.8%
ALL vs URA
+278.3%
+96.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -4.9% |
| 7D | -1.9% | -4.1% | +2.2% | -1.6% |
| 30D | +13.8% | -19.0% | +32.8% | +16.2% |
| 3M | -7.0% | -25.1% | +18.1% | -4.4% |
| 6M | +18.0% | -44.5% | +62.5% | +25.4% |
| YTD | +24.2% | -24.3% | +48.5% | +24.6% |
| 1Y | +31.2% | -28.1% | +59.3% | +32.3% |
| 3Y | +107.5% | +40.7% | +66.9% | +78.6% |
| 5Y | +144.8% | +35.5% | +109.3% | +106.3% |
| All | +374.8% | +278.3% | +96.5% | +157.5% |
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