+981.0%
ARWR vs URA
+266.3%
+714.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | -17.8% | -1.5% | -16.3% | -17.8% |
| 30D | -18.1% | -10.4% | -7.7% | -14.7% |
| 3M | -44.2% | -29.6% | -14.5% | -35.4% |
| 6M | -38.6% | -40.3% | +1.6% | -24.5% |
| YTD | -28.0% | -25.5% | -2.5% | -22.1% |
| 1Y | +16.1% | -26.4% | +42.6% | +26.3% |
| 3Y | +84.0% | +31.4% | +52.5% | +38.7% |
| 5Y | -35.4% | +28.6% | -64.0% | -52.7% |
| All | +981.0% | +266.3% | +714.7% | +121.8% |
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