+9.4%
B vs URA
-53.7%
+63.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +2.4% |
| 7D | +4.3% | -13.3% | +17.6% | +9.6% |
| 30D | -0.9% | -25.9% | +25.0% | +10.1% |
| 3M | -1.4% | -27.8% | +26.4% | +10.5% |
| 6M | +5.0% | -42.8% | +47.9% | +27.8% |
| YTD | -5.8% | -27.5% | +21.7% | +5.4% |
| 1Y | +25.6% | -35.1% | +60.7% | +45.3% |
| 3Y | +161.6% | +31.1% | +130.6% | +132.9% |
| 5Y | +135.2% | +29.8% | +105.4% | +101.2% |
| 10Y | +170.7% | +265.1% | -94.4% | +43.5% |
| All | +9.4% | -53.7% | +63.0% | +7.1% |
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