+54.2%
AR vs URA
+272.2%
-218.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +2.9% |
| 7D | +6.4% | +4.5% | +2.0% | +4.1% |
| 30D | +3.1% | -13.4% | +16.5% | +8.9% |
| 3M | +3.3% | -28.4% | +31.7% | +17.1% |
| 6M | +6.6% | -40.5% | +47.0% | +28.3% |
| YTD | +12.3% | -24.3% | +36.6% | +14.2% |
| 1Y | +12.3% | -28.8% | +41.2% | +17.2% |
| 3Y | +50.4% | +37.6% | +12.8% | -1.2% |
| 5Y | +101.0% | +30.7% | +70.3% | +29.5% |
| All | +54.2% | +272.2% | -218.0% | -53.0% |
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 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