+365.7%
ALL vs URA
+356.0%
+9.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | 0.0% | +1.1% | -1.0% | -0.1% |
| 30D | -1.5% | +7.4% | -8.9% | -2.5% |
| 3M | +23.6% | -8.4% | +32.0% | +24.4% |
| 6M | +22.3% | -12.7% | +35.1% | +23.2% |
| YTD | +26.5% | +7.8% | +18.7% | +22.5% |
| 1Y | +27.0% | +19.5% | +7.6% | +19.5% |
| 3Y | +149.6% | +116.4% | +33.2% | +103.3% |
| 5Y | +118.1% | +134.3% | -16.2% | +67.1% |
| All | +365.7% | +356.0% | +9.7% | +157.2% |
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