+15.9%
D vs URA
-29.3%
+45.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -1.4% | -1.5% | +0.2% | -1.4% |
| 30D | +7.7% | -10.4% | +18.1% | +7.6% |
| 3M | -0.3% | -29.6% | +29.3% | -0.4% |
| 6M | +10.1% | -40.3% | +50.3% | +10.1% |
| YTD | +19.1% | -25.5% | +44.6% | +21.2% |
| 1Y | +15.9% | -26.4% | +42.3% | +18.0% |
| All | +15.9% | -29.3% | +45.2% | +18.0% |
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 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