+48.4%
D vs URA
+277.9%
-229.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.6% |
| 7D | -2.4% | +2.9% | -5.3% | -2.7% |
| 30D | +9.0% | -10.8% | +19.8% | +9.8% |
| 3M | +1.0% | -25.5% | +26.5% | +3.2% |
| 6M | +11.0% | -41.2% | +52.2% | +15.5% |
| YTD | +19.8% | -21.3% | +41.0% | +20.6% |
| 1Y | +16.0% | -25.7% | +41.7% | +17.2% |
| 3Y | +74.4% | +43.1% | +31.3% | +60.7% |
| 5Y | +13.5% | +35.6% | -22.0% | +3.4% |
| 10Y | +48.4% | +281.3% | -232.9% | -5.6% |
| All | +48.4% | +277.9% | -229.6% | -5.6% |
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 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