+262.9%
C vs URA
-53.7%
+316.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.3% | +0.2% | -3.0% |
| 7D | -5.3% | -13.3% | +8.0% | -0.1% |
| 30D | -7.3% | -25.9% | +18.6% | +3.5% |
| 3M | -13.5% | -27.8% | +14.3% | -3.0% |
| 6M | -6.5% | -42.8% | +36.4% | +13.3% |
| YTD | +3.6% | -27.5% | +31.1% | +12.1% |
| 1Y | +18.9% | -35.1% | +54.0% | +33.7% |
| 3Y | +205.0% | +31.1% | +173.9% | +140.7% |
| 5Y | +109.4% | +29.8% | +79.6% | +56.1% |
| 10Y | +232.9% | +265.1% | -32.2% | +31.7% |
| All | +262.9% | -53.7% | +316.5% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling