+13.1%
D vs URA
+32.3%
-19.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | +10.9% | -14.8% | +25.7% | +11.7% |
| 3M | +2.8% | -25.3% | +28.1% | +4.2% |
| 6M | +12.7% | -39.9% | +52.6% | +15.4% |
| YTD | +20.3% | -22.4% | +42.7% | +20.9% |
| 1Y | +17.1% | -29.0% | +46.1% | +18.2% |
| 3Y | +75.1% | +41.0% | +34.2% | +63.8% |
| 5Y | +13.1% | +38.3% | -25.2% | +5.9% |
| All | +13.1% | +32.3% | -19.2% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling