+119.5%
GOOG vs URA
+43.1%
+76.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +1.2% | +2.9% | -1.7% | +0.4% |
| 30D | -16.7% | -10.8% | -5.9% | -14.7% |
| 3M | -15.2% | -25.5% | +10.3% | -10.0% |
| 6M | -24.8% | -41.2% | +16.5% | -16.1% |
| YTD | -7.2% | -21.3% | +14.1% | -5.0% |
| 1Y | -0.1% | -25.7% | +25.6% | +3.4% |
| All | +119.5% | +43.1% | +76.5% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling