+105.9%
C vs URA
+33.4%
+72.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.6% |
| 7D | -2.4% | -4.1% | +1.7% | -1.3% |
| 30D | -6.0% | -19.0% | +13.0% | -0.8% |
| 3M | -10.5% | -25.1% | +14.6% | -4.1% |
| 6M | -5.7% | -44.5% | +38.8% | +8.5% |
| YTD | +4.1% | -24.3% | +28.4% | +8.8% |
| 1Y | +20.5% | -28.1% | +48.6% | +27.3% |
| 3Y | +208.1% | +40.7% | +167.4% | +155.8% |
| All | +105.9% | +33.4% | +72.5% | +64.0% |
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