-0.1%
ES vs URA
-32.2%
+32.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.1% | +2.1% |
| 7D | +5.3% | -10.5% | +15.9% | +5.4% |
| 30D | +8.9% | -18.6% | +27.6% | +9.2% |
| 3M | -1.9% | -23.0% | +21.1% | -1.5% |
| 6M | +3.9% | -40.3% | +44.2% | +5.1% |
| YTD | +8.3% | -23.5% | +31.7% | +9.2% |
| 1Y | -0.1% | -31.1% | +31.0% | +0.1% |
| All | -0.1% | -32.2% | +32.0% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling