+133.7%
GOOG vs URA
+131.0%
+2.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.7% |
| 7D | +1.1% | +8.1% | -7.0% | -0.8% |
| 30D | -5.1% | +5.8% | -10.8% | -6.6% |
| 3M | -7.1% | +3.4% | -10.5% | -8.4% |
| 6M | +12.7% | -2.6% | +15.3% | +12.0% |
| YTD | +7.1% | +11.2% | -4.1% | +1.7% |
| 1Y | +43.6% | +19.8% | +23.8% | +32.4% |
| 3Y | +146.8% | +121.5% | +25.3% | +86.1% |
| 5Y | +133.7% | +134.5% | -0.8% | +67.3% |
| All | +133.7% | +131.0% | +2.7% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling