-4.9%
DOW vs URA
+225.1%
-230.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -3.0% |
| 7D | -9.5% | -4.1% | -5.4% | -8.5% |
| 30D | +13.1% | -19.0% | +32.1% | +19.3% |
| 3M | +4.8% | -25.1% | +30.0% | +12.2% |
| 6M | -16.7% | -44.5% | +27.8% | -3.5% |
| YTD | +38.9% | -24.3% | +63.2% | +41.6% |
| 1Y | +48.3% | -28.1% | +76.4% | +52.9% |
| 3Y | -24.4% | +40.7% | -65.0% | -44.2% |
| 5Y | -29.2% | +35.5% | -64.7% | -49.8% |
| All | -4.9% | +225.1% | -230.0% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling