+211.2%
D vs URA
-53.7%
+264.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.3% |
| 7D | +6.9% | -13.3% | +20.2% | +8.3% |
| 30D | +12.3% | -25.9% | +38.2% | +15.4% |
| 3M | +3.0% | -27.8% | +30.8% | +6.0% |
| 6M | +12.8% | -42.8% | +55.6% | +18.3% |
| YTD | +22.6% | -27.5% | +50.1% | +24.7% |
| 1Y | +21.7% | -35.1% | +56.8% | +24.9% |
| 3Y | +83.9% | +31.1% | +52.9% | +70.6% |
| 5Y | +14.0% | +29.8% | -15.8% | +3.8% |
| 10Y | +45.6% | +265.1% | -219.6% | +7.4% |
| All | +211.2% | -53.7% | +264.9% | +178.1% |
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