+112.4%
C vs URA
+28.3%
+84.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.9% |
| 7D | +4.7% | +4.5% | +0.3% | +3.5% |
| 30D | +0.2% | -13.4% | +13.6% | +3.8% |
| 3M | -9.3% | -28.4% | +19.1% | -1.7% |
| 6M | -0.8% | -40.5% | +39.6% | +12.2% |
| YTD | +8.5% | -24.3% | +32.8% | +13.3% |
| 1Y | +23.1% | -28.8% | +51.9% | +30.3% |
| 3Y | +220.8% | +37.6% | +183.2% | +167.5% |
| 5Y | +112.4% | +30.7% | +81.7% | +68.6% |
| All | +112.4% | +28.3% | +84.1% | +68.6% |
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