+145.0%
ALL vs URA
+33.4%
+111.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -4.6% |
| 7D | -1.9% | -4.1% | +2.2% | -1.8% |
| 30D | +13.8% | -19.0% | +32.8% | +14.5% |
| 3M | -7.0% | -25.1% | +18.1% | -6.3% |
| 6M | +18.0% | -44.5% | +62.5% | +20.9% |
| YTD | +24.2% | -24.3% | +48.5% | +23.4% |
| 1Y | +31.2% | -28.1% | +59.3% | +30.7% |
| 3Y | +107.5% | +40.7% | +66.9% | +84.2% |
| All | +145.0% | +33.4% | +111.6% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling