+36.9%
DD vs URA
+20.2%
+16.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.8% |
| 7D | -0.6% | +8.1% | -8.7% | -2.1% |
| 30D | -7.4% | +5.8% | -13.2% | -8.5% |
| 3M | -6.4% | +3.4% | -9.9% | -7.5% |
| 6M | -2.5% | -2.6% | +0.2% | -2.8% |
| YTD | +10.2% | +11.2% | -0.9% | +8.8% |
| 1Y | +36.9% | +19.8% | +17.1% | +31.1% |
| All | +36.9% | +20.2% | +16.7% | +31.1% |
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 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