+6.9%
ES vs URA
-44.2%
+51.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.3% | +7.3% | +1.9% |
| 7D | +5.9% | -13.3% | +19.2% | +5.4% |
| 30D | +10.2% | -25.9% | +36.1% | +9.7% |
| 3M | +0.4% | -27.8% | +28.2% | 0.0% |
| 6M | +6.9% | -42.8% | +49.7% | +7.6% |
| All | +6.9% | -44.2% | +51.1% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling