+98.2%
DD vs URA
+266.3%
-168.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +5.0% | -1.5% | +6.5% | +5.4% |
| 30D | +19.7% | -10.4% | +30.1% | +23.6% |
| 3M | +7.2% | -29.6% | +36.8% | +18.7% |
| 6M | +1.0% | -40.3% | +41.3% | +17.1% |
| YTD | +29.1% | -25.5% | +54.6% | +37.1% |
| 1Y | +28.5% | -26.4% | +54.9% | +36.4% |
| 3Y | +89.4% | +31.4% | +58.0% | +55.3% |
| 5Y | +67.1% | +28.6% | +38.6% | +32.1% |
| All | +98.2% | +266.3% | -168.0% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling