+45.3%
AR vs URA
+278.3%
-233.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -2.7% |
| 7D | -14.3% | -4.1% | -10.1% | -12.8% |
| 30D | +1.4% | -19.0% | +20.4% | +10.3% |
| 3M | +3.4% | -25.1% | +28.5% | +15.1% |
| 6M | -2.1% | -44.5% | +42.4% | +22.0% |
| YTD | +4.7% | -24.3% | +29.0% | +6.8% |
| 1Y | +10.6% | -28.1% | +38.7% | +14.9% |
| 3Y | +24.6% | +40.7% | -16.1% | -19.0% |
| 5Y | +71.9% | +35.5% | +36.4% | +8.6% |
| All | +45.3% | +278.3% | -233.0% | -49.8% |
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