+6.9%
IR vs URA
-31.4%
+38.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +0.4% |
| 7D | +3.7% | -4.1% | +7.8% | +4.6% |
| 30D | +7.4% | -19.0% | +26.5% | +12.5% |
| 3M | -5.9% | -25.1% | +19.2% | -0.1% |
| 6M | +5.6% | -44.5% | +50.1% | +19.8% |
| YTD | +4.8% | -24.3% | +29.2% | +10.0% |
| 1Y | +6.9% | -28.1% | +35.1% | +13.0% |
| All | +6.9% | -31.4% | +38.3% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling