+130.7%
C vs URA
+128.0%
+2.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +3.6% | +1.1% | +2.6% | +3.3% |
| 30D | +0.1% | +7.4% | -7.3% | -1.9% |
| 3M | +2.4% | -8.4% | +10.8% | +4.0% |
| 6M | +24.9% | -12.7% | +37.6% | +27.4% |
| YTD | +19.8% | +7.8% | +12.0% | +15.0% |
| 1Y | +44.9% | +19.5% | +25.4% | +34.0% |
| 3Y | +263.0% | +116.4% | +146.6% | +177.3% |
| All | +130.7% | +128.0% | +2.7% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling