+34.6%
CSCO vs URA
-31.4%
+65.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.9% |
| 7D | -10.2% | -4.1% | -6.1% | -9.4% |
| 30D | -20.1% | -19.0% | -1.0% | -16.8% |
| 3M | -22.1% | -25.1% | +3.1% | -18.0% |
| 6M | +3.2% | -44.5% | +47.7% | +12.6% |
| YTD | +24.1% | -24.3% | +48.4% | +29.8% |
| 1Y | +34.6% | -28.1% | +62.7% | +41.6% |
| All | +34.6% | -31.4% | +65.9% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling