-66.2%
CAPR vs URA
+278.3%
-344.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.3% | +3.0% |
| 7D | +41.1% | -4.1% | +45.2% | +43.1% |
| 30D | +11.1% | -19.0% | +30.1% | +19.9% |
| 3M | +115.3% | -25.1% | +140.4% | +138.9% |
| 6M | -73.8% | -44.5% | -29.3% | -68.2% |
| YTD | -68.8% | -24.3% | -44.5% | -67.0% |
| 1Y | +43.3% | -28.1% | +71.4% | +53.3% |
| 3Y | +214.7% | +40.7% | +174.0% | +152.7% |
| 5Y | +141.3% | +35.5% | +105.8% | +90.2% |
| All | -66.2% | +278.3% | -344.4% | -80.7% |
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