+61.7%
DD vs URA
+128.0%
-66.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -3.5% | +1.1% | -4.6% | -3.8% |
| 30D | -10.3% | +7.4% | -17.7% | -12.1% |
| 3M | -7.5% | -8.4% | +0.9% | -6.0% |
| 6M | -8.0% | -12.7% | +4.7% | -5.8% |
| YTD | +10.5% | +7.8% | +2.7% | +6.2% |
| 1Y | +38.3% | +19.5% | +18.8% | +27.2% |
| 3Y | +42.5% | +116.4% | -73.9% | +5.5% |
| All | +61.7% | +128.0% | -66.3% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling