+2,084.3%
GOOGL vs URA
-31.1%
+2,115.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.3% | +1.1% | -3.4% | -2.6% |
| 30D | -6.6% | +7.4% | -13.9% | -8.6% |
| 3M | -8.9% | -8.4% | -0.6% | -7.6% |
| 6M | +11.9% | -12.7% | +24.6% | +14.4% |
| YTD | +8.3% | +7.8% | +0.6% | +3.5% |
| 1Y | +46.2% | +19.5% | +26.8% | +34.5% |
| 3Y | +151.9% | +116.4% | +35.4% | +90.3% |
| 5Y | +137.7% | +134.3% | +3.4% | +68.4% |
| 10Y | +757.6% | +359.3% | +398.3% | +372.5% |
| All | +2,084.3% | -31.1% | +2,115.4% | +1,664.7% |
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 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