+218.3%
C vs URA
+277.9%
-59.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -0.4% | +2.9% | -3.3% | -1.4% |
| 30D | -5.3% | -10.8% | +5.5% | -1.9% |
| 3M | -8.0% | -25.5% | +17.5% | +0.6% |
| 6M | -0.3% | -41.2% | +41.0% | +17.1% |
| YTD | +8.6% | -21.3% | +29.9% | +13.2% |
| 1Y | +25.8% | -25.7% | +51.5% | +33.2% |
| 3Y | +221.2% | +43.1% | +178.1% | +152.3% |
| 5Y | +113.6% | +35.6% | +78.0% | +63.3% |
| 10Y | +218.3% | +281.3% | -63.0% | +32.9% |
| All | +218.3% | +277.9% | -59.6% | +32.9% |
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 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