+120.7%
GOOGL vs URA
+36.0%
+84.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.2% |
| 7D | +1.8% | -4.1% | +5.9% | +2.7% |
| 30D | -18.8% | -19.0% | +0.3% | -15.0% |
| 3M | -20.3% | -25.1% | +4.8% | -15.6% |
| 6M | -28.4% | -44.5% | +16.1% | -19.2% |
| YTD | -8.8% | -24.3% | +15.5% | -5.9% |
| 1Y | +0.3% | -28.1% | +28.4% | +4.5% |
| 3Y | +120.7% | +40.7% | +80.0% | +96.2% |
| All | +120.7% | +36.0% | +84.8% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling