+208.1%
C vs URA
+36.0%
+172.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.5% |
| 7D | -2.4% | -4.1% | +1.7% | -1.5% |
| 30D | -6.0% | -19.0% | +13.0% | -1.4% |
| 3M | -10.5% | -25.1% | +14.6% | -4.9% |
| 6M | -5.7% | -44.5% | +38.8% | +6.7% |
| YTD | +4.1% | -24.3% | +28.4% | +8.2% |
| 1Y | +20.5% | -28.1% | +48.6% | +26.4% |
| 3Y | +208.1% | +40.7% | +167.4% | +169.3% |
| All | +208.1% | +36.0% | +172.2% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling