+108.4%
B vs URA
+28.3%
+80.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -1.6% |
| 7D | -6.2% | +4.5% | -10.7% | -7.7% |
| 30D | -6.6% | -13.4% | +6.8% | -1.3% |
| 3M | -7.9% | -28.4% | +20.5% | +4.4% |
| 6M | -16.8% | -40.5% | +23.7% | +0.8% |
| YTD | -11.7% | -24.3% | +12.6% | -1.2% |
| 1Y | +3.5% | -28.8% | +32.3% | +17.6% |
| 3Y | +165.7% | +37.6% | +128.1% | +139.4% |
| 5Y | +108.4% | +30.7% | +77.7% | +77.5% |
| All | +108.4% | +28.3% | +80.1% | +77.5% |
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