+164.7%
B vs URA
+30.2%
+134.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +2.8% |
| 7D | +4.3% | -13.3% | +17.6% | +10.9% |
| 30D | -0.9% | -25.9% | +25.0% | +12.9% |
| 3M | -1.4% | -27.8% | +26.4% | +13.5% |
| 6M | +5.0% | -42.8% | +47.9% | +33.1% |
| YTD | -5.8% | -27.5% | +21.7% | +9.4% |
| 1Y | +25.6% | -35.1% | +60.7% | +50.9% |
| All | +164.7% | +30.2% | +134.4% | +156.3% |
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