+34.5%
D vs URA
+359.3%
-324.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.5% | +1.1% | +0.4% | +1.4% |
| 30D | -2.6% | +7.4% | -10.0% | -3.2% |
| 3M | 0.0% | -8.4% | +8.4% | +0.5% |
| 6M | +7.4% | -12.7% | +20.1% | +8.0% |
| YTD | +15.9% | +7.8% | +8.1% | +13.9% |
| 1Y | +18.1% | +19.5% | -1.3% | +14.3% |
| 3Y | +58.4% | +116.4% | -58.0% | +40.5% |
| 5Y | +5.2% | +134.3% | -129.1% | -10.2% |
| All | +34.5% | +359.3% | -324.7% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling