-10.4%
DOW vs URA
+377.5%
-387.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.4% |
| 7D | -2.9% | +8.1% | -11.0% | -5.1% |
| 30D | +2.0% | +5.8% | -3.8% | -0.1% |
| 3M | -12.5% | +3.4% | -16.0% | -14.4% |
| 6M | -9.2% | -2.6% | -6.6% | -11.2% |
| YTD | +30.8% | +11.2% | +19.6% | +20.7% |
| 1Y | +29.4% | +19.8% | +9.6% | +13.8% |
| 3Y | -34.6% | +121.5% | -156.0% | -57.8% |
| 5Y | -35.9% | +134.5% | -170.4% | -63.9% |
| All | -10.4% | +377.5% | -387.9% | -77.5% |
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 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