+23.0%
C vs URA
-30.3%
+53.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -5.2% | -14.8% | +9.6% | -1.7% |
| 3M | -9.1% | -25.3% | +16.2% | -3.2% |
| 6M | -1.6% | -39.9% | +38.3% | +9.2% |
| YTD | +6.9% | -22.4% | +29.4% | +7.8% |
| 1Y | +23.0% | -29.0% | +51.9% | +26.8% |
| All | +23.0% | -30.3% | +53.3% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling