+344.8%
FDS vs URA
-51.6%
+396.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.3% |
| 7D | -2.6% | +4.5% | -7.0% | -3.4% |
| 30D | +14.1% | -13.4% | +27.5% | +16.7% |
| 3M | +19.8% | -28.4% | +48.2% | +26.4% |
| 6M | +55.0% | -40.5% | +95.4% | +68.0% |
| YTD | +15.9% | -24.3% | +40.2% | +17.3% |
| 1Y | +24.2% | -28.8% | +53.0% | +26.9% |
| 3Y | -24.0% | +37.6% | -61.6% | -37.1% |
| 5Y | -23.3% | +30.7% | -54.0% | -37.9% |
| 10Y | +128.0% | +266.8% | -138.8% | +23.4% |
| All | +344.8% | -51.6% | +396.4% | +294.8% |
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