+319.6%
C vs URA
-31.1%
+350.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +3.6% | +1.1% | +2.6% | +3.2% |
| 30D | +0.1% | +7.4% | -7.3% | -3.0% |
| 3M | +2.4% | -8.4% | +10.8% | +4.8% |
| 6M | +24.9% | -12.7% | +37.6% | +28.8% |
| YTD | +19.8% | +7.8% | +12.0% | +12.1% |
| 1Y | +44.9% | +19.5% | +25.4% | +27.5% |
| 3Y | +263.0% | +116.4% | +146.6% | +135.8% |
| 5Y | +129.5% | +134.3% | -4.8% | +31.7% |
| 10Y | +291.6% | +359.3% | -67.6% | +45.3% |
| All | +319.6% | -31.1% | +350.7% | +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