+740.7%
GOOGL vs URA
+361.2%
+379.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.7% |
| 7D | -2.8% | -1.5% | -1.3% | -2.5% |
| 30D | -3.2% | -0.4% | -2.8% | -3.4% |
| 3M | -6.6% | +6.3% | -12.9% | -8.8% |
| 6M | +8.5% | -14.0% | +22.4% | +11.4% |
| YTD | +6.5% | +5.3% | +1.2% | +2.0% |
| 1Y | +39.4% | +11.7% | +27.8% | +29.9% |
| 3Y | +146.2% | +109.8% | +36.4% | +83.6% |
| 5Y | +138.3% | +108.0% | +30.4% | +70.1% |
| All | +740.7% | +361.2% | +379.4% | +315.7% |
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