+668.3%
AU vs URA
+361.2%
+307.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -2.8% |
| 7D | -7.0% | -1.5% | -5.4% | -6.5% |
| 30D | +7.3% | -0.4% | +7.7% | +7.5% |
| 3M | +33.2% | +6.3% | +27.0% | +30.6% |
| 6M | -0.6% | -14.0% | +13.4% | +5.3% |
| YTD | +26.2% | +5.3% | +20.8% | +25.4% |
| 1Y | +68.3% | +11.7% | +56.6% | +63.4% |
| 3Y | +592.1% | +109.8% | +482.3% | +436.8% |
| 5Y | +685.3% | +108.0% | +577.3% | +486.1% |
| All | +668.3% | +361.2% | +307.0% | +404.0% |
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