+0.1%
DOW vs URA
+220.1%
-220.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +5.2% | -1.5% | +6.8% | +5.5% |
| 30D | +13.2% | -10.4% | +23.6% | +16.1% |
| 3M | +10.1% | -29.6% | +39.7% | +19.8% |
| 6M | -13.1% | -40.3% | +27.2% | -1.8% |
| YTD | +46.1% | -25.5% | +71.6% | +49.4% |
| 1Y | +50.0% | -26.4% | +76.4% | +53.2% |
| 3Y | -20.2% | +31.4% | -51.7% | -39.6% |
| 5Y | -27.7% | +28.6% | -56.3% | -47.2% |
| All | +0.1% | +220.1% | -220.0% | -72.1% |
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 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