+285.7%
ES vs URA
-31.1%
+316.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -2.0% | +7.4% | -9.4% | -2.8% |
| 3M | +1.7% | -8.4% | +10.1% | +2.3% |
| 6M | -3.5% | -12.7% | +9.2% | -2.8% |
| YTD | +7.9% | +7.8% | +0.1% | +5.7% |
| 1Y | +17.2% | +19.5% | -2.3% | +12.8% |
| 3Y | +29.3% | +116.4% | -87.1% | +13.2% |
| 5Y | -5.7% | +134.3% | -140.0% | -20.7% |
| 10Y | +85.2% | +359.3% | -274.0% | +31.6% |
| All | +285.7% | -31.1% | +316.8% | +256.0% |
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