+11.9%
IR vs URA
+114.7%
-102.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -15.1% | +7.4% | -22.5% | -16.8% |
| 3M | +6.1% | -8.4% | +14.5% | +7.7% |
| 6M | -16.8% | -12.7% | -4.1% | -15.0% |
| YTD | -3.5% | +7.8% | -11.3% | -7.1% |
| 1Y | -3.5% | +19.5% | -22.9% | -11.3% |
| All | +11.9% | +114.7% | -102.9% | -14.4% |
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