+1,796.7%
GOOG vs URA
-52.4%
+1,849.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +3.0% | -1.5% | +4.6% | +3.3% |
| 30D | -14.9% | -10.4% | -4.5% | -12.5% |
| 3M | -14.9% | -29.6% | +14.7% | -7.3% |
| 6M | -26.6% | -40.3% | +13.7% | -17.2% |
| YTD | -6.6% | -25.5% | +18.9% | -2.1% |
| 1Y | +5.1% | -26.4% | +31.5% | +10.2% |
| 3Y | +121.0% | +31.4% | +89.5% | +90.6% |
| 5Y | +97.3% | +28.6% | +68.7% | +65.5% |
| 10Y | +683.2% | +260.9% | +422.3% | +359.4% |
| All | +1,796.7% | -52.4% | +1,849.1% | +1,582.9% |
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