+121.7%
B vs URA
+32.3%
+89.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.5% | -2.6% | -4.8% |
| 7D | +7.1% | +0.3% | +6.8% | +6.9% |
| 30D | -3.3% | -14.8% | +11.4% | +2.7% |
| 3M | -2.5% | -25.3% | +22.8% | +8.7% |
| 6M | -7.2% | -39.9% | +32.7% | +12.0% |
| YTD | -7.4% | -22.4% | +15.1% | +2.6% |
| 1Y | +16.4% | -29.0% | +45.4% | +32.1% |
| 3Y | +178.7% | +41.0% | +137.7% | +148.8% |
| 5Y | +121.7% | +38.3% | +83.4% | +87.9% |
| All | +121.7% | +32.3% | +89.4% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling