+21.3%
B vs URA
-31.1%
+52.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +9.4% | +7.4% | +2.0% | +6.7% |
| 3M | +5.0% | -8.4% | +13.4% | +8.2% |
| 6M | -3.5% | -12.7% | +9.2% | +1.0% |
| YTD | +4.5% | +7.8% | -3.3% | +1.8% |
| 1Y | +67.8% | +19.5% | +48.3% | +57.2% |
| 3Y | +196.7% | +116.4% | +80.3% | +121.3% |
| 5Y | +151.9% | +134.3% | +17.6% | +72.7% |
| 10Y | +202.2% | +359.3% | -157.1% | +49.4% |
| All | +21.3% | -31.1% | +52.4% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling