+796.3%
AU vs URA
+266.3%
+530.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | -7.2% | -1.5% | -5.7% | -6.5% |
| 30D | -2.9% | -10.4% | +7.5% | +1.4% |
| 3M | -8.7% | -29.6% | +21.0% | +4.5% |
| 6M | -14.1% | -40.3% | +26.1% | +4.6% |
| YTD | +4.8% | -25.5% | +30.3% | +18.9% |
| 1Y | +11.9% | -26.4% | +38.3% | +27.2% |
| 3Y | +513.8% | +31.4% | +482.4% | +466.9% |
| 5Y | +379.3% | +28.6% | +350.7% | +327.6% |
| All | +796.3% | +266.3% | +530.0% | +367.9% |
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