+75.0%
D vs URA
+35.4%
+39.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.7% |
| 3M | -0.3% | -29.6% | +29.3% | -0.2% |
| 6M | +10.1% | -40.3% | +50.3% | +10.4% |
| YTD | +19.1% | -25.5% | +44.6% | +19.3% |
| 1Y | +15.9% | -26.4% | +42.3% | +16.1% |
| 3Y | +75.0% | +31.4% | +43.6% | +79.7% |
| All | +75.0% | +35.4% | +39.6% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling