+1,115.9%
ALL vs URA
-53.7%
+1,169.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.1% |
| 7D | +4.2% | -13.3% | +17.5% | +6.4% |
| 30D | +18.9% | -25.9% | +44.8% | +24.1% |
| 3M | +1.2% | -27.8% | +29.0% | +5.6% |
| 6M | +23.2% | -42.8% | +66.1% | +32.5% |
| YTD | +30.0% | -27.5% | +57.5% | +32.1% |
| 1Y | +39.6% | -35.1% | +74.7% | +44.3% |
| 3Y | +115.2% | +31.1% | +84.2% | +85.8% |
| 5Y | +156.2% | +29.8% | +126.5% | +114.4% |
| 10Y | +398.0% | +265.1% | +132.9% | +196.3% |
| All | +1,115.9% | -53.7% | +1,169.6% | +959.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling