-25.6%
COMP vs URA
+27.0%
-52.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.3% | -2.9% | -5.2% |
| 7D | -1.8% | -13.3% | +11.5% | +6.3% |
| 30D | -0.8% | -25.9% | +25.1% | +16.8% |
| 3M | -28.1% | -27.8% | -0.4% | -14.8% |
| 6M | +27.0% | -42.8% | +69.8% | +71.8% |
| YTD | -12.8% | -27.5% | +14.7% | +1.4% |
| 1Y | +4.9% | -35.1% | +40.0% | +28.5% |
| 3Y | +321.0% | +31.1% | +289.9% | +167.2% |
| 5Y | -25.6% | +29.8% | -55.3% | -59.8% |
| All | -25.6% | +27.0% | -52.6% | -59.8% |
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