+371.6%
ALL vs URA
+266.3%
+105.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +5.0% | -1.5% | +6.6% | +5.1% |
| 30D | +13.3% | -10.4% | +23.7% | +14.4% |
| 3M | +3.2% | -29.6% | +32.8% | +6.7% |
| 6M | +25.3% | -40.3% | +65.6% | +31.7% |
| YTD | +30.5% | -25.5% | +55.9% | +31.0% |
| 1Y | +29.2% | -26.4% | +55.6% | +29.7% |
| 3Y | +119.1% | +31.4% | +87.7% | +90.9% |
| 5Y | +162.6% | +28.6% | +134.0% | +123.6% |
| All | +371.6% | +266.3% | +105.4% | +155.7% |
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