+166.1%
B vs URA
+36.0%
+130.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | -1.4% |
| 7D | +9.6% | -4.1% | +13.7% | +11.4% |
| 30D | +3.5% | -19.0% | +22.5% | +13.4% |
| 3M | -1.6% | -25.1% | +23.6% | +11.4% |
| 6M | -1.7% | -44.5% | +42.8% | +25.7% |
| YTD | -5.3% | -24.3% | +19.0% | +7.9% |
| 1Y | +27.2% | -28.1% | +55.3% | +47.0% |
| 3Y | +166.1% | +40.7% | +125.4% | +152.7% |
| All | +166.1% | +36.0% | +130.1% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling