+370.0%
ALL vs URA
+272.2%
+97.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.1% |
| 7D | 0.0% | +4.5% | -4.5% | -0.6% |
| 30D | +12.8% | -13.4% | +26.2% | +14.3% |
| 3M | +4.7% | -28.4% | +33.1% | +8.1% |
| 6M | +24.9% | -40.5% | +65.4% | +31.4% |
| YTD | +30.0% | -24.3% | +54.3% | +30.4% |
| 1Y | +29.9% | -28.8% | +58.8% | +31.3% |
| 3Y | +117.5% | +37.6% | +79.9% | +88.0% |
| 5Y | +161.7% | +30.7% | +131.0% | +122.5% |
| All | +370.0% | +272.2% | +97.7% | +154.4% |
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