+66.5%
DD vs URA
+369.2%
-302.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -2.2% |
| 7D | -3.8% | +5.7% | -9.5% | -5.5% |
| 30D | -9.2% | +5.6% | -14.8% | -11.0% |
| 3M | -9.0% | +6.2% | -15.2% | -11.2% |
| 6M | -5.0% | -8.2% | +3.3% | -3.7% |
| YTD | +7.4% | +9.7% | -2.3% | +1.6% |
| 1Y | +35.1% | +17.0% | +18.1% | +22.8% |
| 3Y | +43.2% | +118.5% | -75.3% | -0.2% |
| 5Y | +59.6% | +134.3% | -74.7% | +1.9% |
| 10Y | +66.5% | +377.5% | -311.0% | -30.4% |
| All | +66.5% | +369.2% | -302.7% | -30.4% |
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