+334.9%
COMP vs URA
+30.2%
+304.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.3% | -2.9% | -6.5% |
| 7D | -1.8% | -13.3% | +11.5% | +2.8% |
| 30D | -0.8% | -25.9% | +25.1% | +9.1% |
| 3M | -28.1% | -27.8% | -0.4% | -20.5% |
| 6M | +27.0% | -42.8% | +69.8% | +51.4% |
| YTD | -12.8% | -27.5% | +14.7% | -1.1% |
| 1Y | +4.9% | -35.1% | +40.0% | +21.0% |
| All | +334.9% | +30.2% | +304.7% | +332.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling