-29.5%
DOW vs URA
+33.4%
-62.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.5% |
| 7D | -9.5% | -4.1% | -5.4% | -9.0% |
| 30D | +13.1% | -19.0% | +32.1% | +16.5% |
| 3M | +4.8% | -25.1% | +30.0% | +8.9% |
| 6M | -16.7% | -44.5% | +27.8% | -9.1% |
| YTD | +38.9% | -24.3% | +63.2% | +40.0% |
| 1Y | +48.3% | -28.1% | +76.4% | +50.6% |
| 3Y | -24.4% | +40.7% | -65.0% | -38.4% |
| All | -29.5% | +33.4% | -62.9% | -43.7% |
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