+339.7%
FDS vs URA
-51.6%
+391.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -4.5% |
| 7D | -0.5% | -4.1% | +3.6% | +0.1% |
| 30D | +20.2% | -19.0% | +39.2% | +24.5% |
| 3M | +19.9% | -25.1% | +45.0% | +25.5% |
| 6M | +56.2% | -44.5% | +100.7% | +71.7% |
| YTD | +14.6% | -24.3% | +38.9% | +16.1% |
| 1Y | +31.6% | -28.1% | +59.7% | +34.2% |
| 3Y | -23.8% | +40.7% | -64.5% | -37.3% |
| 5Y | -22.6% | +35.5% | -58.0% | -37.9% |
| 10Y | +139.3% | +281.2% | -141.8% | +28.2% |
| All | +339.7% | -51.6% | +391.3% | +290.5% |
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 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