+772.7%
GOOG vs URA
+369.2%
+403.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.7% |
| 7D | -1.6% | +5.7% | -7.3% | -3.0% |
| 30D | -7.7% | +5.6% | -13.2% | -9.2% |
| 3M | -9.3% | +6.2% | -15.5% | -11.3% |
| 6M | +7.4% | -8.2% | +15.7% | +8.5% |
| YTD | +4.9% | +9.7% | -4.8% | -0.5% |
| 1Y | +37.2% | +17.0% | +20.2% | +26.4% |
| 3Y | +141.6% | +118.5% | +23.1% | +78.6% |
| 5Y | +128.8% | +134.3% | -5.6% | +57.7% |
| 10Y | +772.7% | +377.5% | +395.2% | +330.1% |
| All | +772.7% | +369.2% | +403.5% | +330.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling