-24.2%
AR vs URA
+138.9%
-163.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | +2.5% | +1.1% | +1.4% | +1.9% |
| 30D | +14.8% | +7.4% | +7.4% | +10.4% |
| 3M | +6.2% | -8.4% | +14.6% | +8.2% |
| 6M | +4.3% | -12.7% | +17.0% | +5.3% |
| YTD | +14.4% | +7.8% | +6.6% | +0.9% |
| 1Y | +21.3% | +19.5% | +1.9% | -2.6% |
| 3Y | +39.8% | +116.4% | -76.6% | -25.4% |
| 5Y | +142.1% | +134.3% | +7.8% | +15.0% |
| 10Y | +52.0% | +359.3% | -307.2% | -56.6% |
| All | -24.2% | +138.9% | -163.1% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling