+194.2%
D vs URA
-31.1%
+225.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.5% | +1.1% | +0.4% | +1.3% |
| 30D | -2.6% | +7.4% | -10.0% | -3.3% |
| 3M | 0.0% | -8.4% | +8.4% | +0.6% |
| 6M | +7.4% | -12.7% | +20.1% | +8.1% |
| YTD | +15.9% | +7.8% | +8.1% | +13.7% |
| 1Y | +18.1% | +19.5% | -1.3% | +14.0% |
| 3Y | +58.4% | +116.4% | -58.0% | +39.7% |
| 5Y | +5.2% | +134.3% | -129.1% | -10.5% |
| 10Y | +35.9% | +359.3% | -323.4% | -1.2% |
| All | +194.2% | -31.1% | +225.3% | +153.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling