-23.8%
FDS vs URA
+18.3%
-42.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.6% |
| 7D | -8.8% | +5.7% | -14.5% | -8.0% |
| 30D | -1.4% | +5.6% | -7.0% | -0.4% |
| 3M | +13.9% | +6.2% | +7.7% | +16.1% |
| 6M | +27.4% | -8.2% | +35.6% | +27.9% |
| YTD | -2.5% | +9.7% | -12.1% | +2.4% |
| 1Y | -23.8% | +17.0% | -40.8% | -14.5% |
| All | -23.8% | +18.3% | -42.1% | -14.5% |
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