-50.2%
COMP vs URA
+107.3%
-157.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.8% | +8.3% |
| 7D | +9.5% | -10.5% | +20.0% | +15.6% |
| 30D | +8.1% | -18.6% | +26.7% | +19.3% |
| 3M | -16.3% | -23.0% | +6.7% | -5.5% |
| 6M | +42.2% | -40.3% | +82.5% | +82.7% |
| YTD | -5.0% | -23.5% | +18.5% | +6.4% |
| 1Y | +20.1% | -31.1% | +51.2% | +40.5% |
| 3Y | +358.4% | +38.3% | +320.1% | +213.7% |
| 5Y | -21.9% | +34.6% | -56.5% | -51.3% |
| All | -50.2% | +107.3% | -157.5% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling