+41.8%
ES vs URA
+36.0%
+5.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -2.9% |
| 7D | +1.9% | -4.1% | +6.0% | +1.9% |
| 30D | +7.1% | -19.0% | +26.1% | +7.4% |
| 3M | -1.9% | -25.1% | +23.2% | -1.5% |
| 6M | +4.4% | -44.5% | +48.8% | +5.6% |
| YTD | +7.3% | -24.3% | +31.6% | +7.8% |
| 1Y | +2.1% | -28.1% | +30.3% | +2.7% |
| 3Y | +41.8% | +40.7% | +1.2% | +44.7% |
| All | +41.8% | +36.0% | +5.9% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling