+35.4%
DD vs URA
-32.2%
+67.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +8.7% | -10.5% | +19.2% | +11.5% |
| 30D | +15.3% | -18.6% | +34.0% | +20.9% |
| 3M | +5.9% | -23.0% | +29.0% | +12.1% |
| 6M | +11.6% | -40.3% | +51.9% | +24.5% |
| YTD | +26.5% | -23.5% | +50.0% | +32.7% |
| 1Y | +35.4% | -31.1% | +66.5% | +44.3% |
| All | +35.4% | -32.2% | +67.6% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling