+46.9%
IR vs URA
+37.5%
+9.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | +1.1% | +2.9% | -1.8% | +0.2% |
| 30D | +7.6% | -10.8% | +18.4% | +10.9% |
| 3M | +0.1% | -25.5% | +25.6% | +8.2% |
| 6M | +14.0% | -41.2% | +55.2% | +31.1% |
| YTD | +7.5% | -21.3% | +28.7% | +11.7% |
| 1Y | +10.1% | -25.7% | +35.8% | +16.0% |
| 3Y | +24.9% | +43.1% | -18.2% | -0.3% |
| 5Y | +46.9% | +35.6% | +11.3% | +14.2% |
| All | +46.9% | +37.5% | +9.4% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling