+207.0%
C vs URA
+266.3%
-59.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +4.2% | -1.5% | +5.7% | +4.6% |
| 30D | +2.0% | -10.4% | +12.4% | +5.5% |
| 3M | -10.1% | -29.6% | +19.5% | +0.1% |
| 6M | +1.0% | -40.3% | +41.3% | +17.9% |
| YTD | +8.5% | -25.5% | +34.0% | +15.0% |
| 1Y | +25.7% | -26.4% | +52.2% | +33.4% |
| 3Y | +216.0% | +31.4% | +184.6% | +155.6% |
| 5Y | +112.3% | +28.6% | +83.7% | +65.0% |
| All | +207.0% | +266.3% | -59.2% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling