+692.8%
GOOGL vs URA
+266.3%
+426.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +3.9% | -1.5% | +5.4% | +4.2% |
| 30D | -14.9% | -10.4% | -4.5% | -12.5% |
| 3M | -14.6% | -29.6% | +15.1% | -6.7% |
| 6M | -26.4% | -40.3% | +13.8% | -16.6% |
| YTD | -5.3% | -25.5% | +20.2% | -0.8% |
| 1Y | +6.5% | -26.4% | +32.9% | +11.6% |
| 3Y | +126.0% | +31.4% | +94.6% | +91.7% |
| 5Y | +100.8% | +28.6% | +72.2% | +64.7% |
| All | +692.8% | +266.3% | +426.6% | +280.3% |
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