+15.2%
D vs URA
+33.4%
-18.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.7% |
| 7D | +3.0% | -4.1% | +7.1% | +3.1% |
| 30D | +11.5% | -19.0% | +30.5% | +12.5% |
| 3M | +3.7% | -25.1% | +28.9% | +5.1% |
| 6M | +13.5% | -44.5% | +58.0% | +16.7% |
| YTD | +20.7% | -24.3% | +45.0% | +21.4% |
| 1Y | +18.2% | -28.1% | +46.4% | +19.2% |
| 3Y | +73.3% | +40.7% | +32.6% | +62.0% |
| All | +15.2% | +33.4% | -18.2% | +8.7% |
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 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