+667.7%
GOOGL vs URA
+277.9%
+389.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.7% |
| 7D | +1.6% | +2.9% | -1.3% | +0.7% |
| 30D | -16.8% | -10.8% | -6.0% | -14.3% |
| 3M | -14.6% | -25.5% | +10.9% | -8.1% |
| 6M | -24.4% | -41.2% | +16.8% | -13.9% |
| YTD | -6.1% | -21.3% | +15.2% | -3.0% |
| 1Y | +1.0% | -25.7% | +26.7% | +5.7% |
| 3Y | +123.4% | +43.1% | +80.4% | +85.0% |
| 5Y | +103.2% | +35.6% | +67.6% | +64.3% |
| 10Y | +667.7% | +281.3% | +386.4% | +259.3% |
| All | +667.7% | +277.9% | +389.8% | +259.3% |
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 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