+369.0%
ALL vs URA
+277.9%
+91.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -2.6% | +2.9% | -5.4% | -2.9% |
| 30D | +12.7% | -10.8% | +23.5% | +13.9% |
| 3M | +0.4% | -25.5% | +25.9% | +3.2% |
| 6M | +23.8% | -41.2% | +65.0% | +30.6% |
| YTD | +27.8% | -21.3% | +49.1% | +27.7% |
| 1Y | +28.9% | -25.7% | +54.6% | +29.6% |
| 3Y | +113.9% | +43.1% | +70.8% | +84.2% |
| 5Y | +157.4% | +35.6% | +121.8% | +118.1% |
| 10Y | +369.0% | +281.3% | +87.7% | +159.6% |
| All | +369.0% | +277.9% | +91.1% | +159.6% |
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