+147.2%
AR vs URA
+128.0%
+19.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | +14.8% | +7.4% | +7.4% | +11.8% |
| 3M | +6.2% | -8.4% | +14.6% | +7.9% |
| 6M | +4.3% | -12.7% | +17.0% | +5.5% |
| YTD | +14.4% | +7.8% | +6.6% | +4.1% |
| 1Y | +21.3% | +19.5% | +1.9% | +2.0% |
| 3Y | +39.8% | +116.4% | -76.6% | -17.4% |
| All | +147.2% | +128.0% | +19.2% | +38.6% |
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