-58.8%
CAPR vs URA
+277.9%
-336.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +1.5% | +25.0% | +25.9% |
| 7D | +25.8% | +2.9% | +22.9% | +24.9% |
| 30D | +50.2% | -10.8% | +61.0% | +56.9% |
| 3M | +185.5% | -25.5% | +211.0% | +218.5% |
| 6M | -64.8% | -41.2% | -23.6% | -58.1% |
| YTD | -61.1% | -21.3% | -39.8% | -59.3% |
| 1Y | +81.0% | -25.7% | +106.7% | +92.3% |
| 3Y | +300.7% | +43.1% | +257.7% | +221.1% |
| 5Y | +223.3% | +35.6% | +187.8% | +155.5% |
| 10Y | -58.8% | +281.3% | -340.1% | -76.0% |
| All | -58.8% | +277.9% | -336.7% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling