-29.9%
COMP vs URA
+128.0%
-157.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.8% |
| 30D | -13.3% | +7.4% | -20.7% | -16.8% |
| 3M | +41.1% | -8.4% | +49.5% | +46.2% |
| 6M | +17.2% | -12.7% | +29.9% | +25.5% |
| YTD | +5.2% | +7.8% | -2.6% | -0.6% |
| 1Y | +18.9% | +19.5% | -0.5% | +0.6% |
| 3Y | +215.9% | +116.4% | +99.5% | +58.9% |
| All | -29.9% | +128.0% | -157.9% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling