+295.0%
ES vs URA
-53.7%
+348.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.3% | +7.3% | +2.6% |
| 7D | +5.9% | -13.3% | +19.2% | +7.4% |
| 30D | +10.2% | -25.9% | +36.1% | +13.5% |
| 3M | +0.4% | -27.8% | +28.2% | +3.6% |
| 6M | +6.9% | -42.8% | +49.7% | +12.6% |
| YTD | +10.5% | -27.5% | +38.0% | +12.7% |
| 1Y | +3.2% | -35.1% | +38.3% | +6.3% |
| 3Y | +49.0% | +31.1% | +18.0% | +37.9% |
| 5Y | +4.5% | +29.8% | -25.3% | -5.3% |
| 10Y | +92.3% | +265.1% | -172.8% | +38.5% |
| All | +295.0% | -53.7% | +348.7% | +279.4% |
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