+54.5%
AR vs URA
+289.1%
-234.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.2% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | +4.8% | -14.8% | +19.6% | +11.7% |
| 3M | +1.5% | -25.3% | +26.8% | +13.3% |
| 6M | +4.7% | -39.9% | +44.6% | +25.9% |
| YTD | +9.2% | -22.4% | +31.6% | +10.2% |
| 1Y | +11.2% | -29.0% | +40.1% | +16.5% |
| 3Y | +46.2% | +41.0% | +5.3% | -4.7% |
| 5Y | +98.1% | +38.3% | +59.7% | +24.1% |
| 10Y | +54.5% | +276.1% | -221.5% | -49.9% |
| All | +54.5% | +289.1% | -234.5% | -49.9% |
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