+194.2%
D vs URA
-31.1%
+225.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | +0.4% | +1.1% | -0.6% | +0.3% |
| 30D | -3.6% | +7.4% | -11.0% | -4.3% |
| 3M | -1.0% | -8.4% | +7.4% | -0.4% |
| 6M | +6.3% | -12.7% | +19.0% | +7.0% |
| YTD | +14.7% | +7.8% | +6.9% | +12.6% |
| 1Y | +16.9% | +19.5% | -2.5% | +12.8% |
| 3Y | +56.8% | +116.4% | -59.6% | +38.3% |
| 5Y | +5.2% | +134.3% | -129.1% | -10.5% |
| 10Y | +35.9% | +359.3% | -323.4% | -1.2% |
| All | +194.2% | -31.1% | +225.3% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling