+97.4%
AR vs URA
+25.6%
+71.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +7.4% | -1.5% | +8.9% | +7.7% |
| 30D | +5.8% | -10.4% | +16.2% | +8.8% |
| 3M | +5.2% | -29.6% | +34.8% | +15.7% |
| 6M | +5.4% | -40.3% | +45.7% | +20.7% |
| YTD | +12.4% | -25.5% | +37.9% | +13.3% |
| 1Y | +12.8% | -26.4% | +39.2% | +13.8% |
| 3Y | +47.2% | +31.4% | +15.7% | +1.9% |
| All | +97.4% | +25.6% | +71.7% | +32.4% |
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