-44.8%
COMP vs URA
+192.0%
-236.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.7% |
| 3M | +41.1% | -8.4% | +49.5% | +46.0% |
| 6M | +17.2% | -12.7% | +29.9% | +25.2% |
| YTD | +5.2% | +7.8% | -2.6% | -0.1% |
| 1Y | +18.9% | +19.5% | -0.5% | +1.9% |
| 3Y | +215.9% | +116.4% | +99.5% | +69.2% |
| 5Y | -31.2% | +134.3% | -165.5% | -64.8% |
| All | -44.8% | +192.0% | -236.8% | -71.9% |
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 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