+319.4%
IR vs URA
+192.8%
+126.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.0% |
| 7D | +2.3% | -13.3% | +15.6% | +7.1% |
| 30D | +3.3% | -25.9% | +29.2% | +13.7% |
| 3M | -9.0% | -27.8% | +18.7% | +0.4% |
| 6M | +8.0% | -42.8% | +50.9% | +27.8% |
| YTD | +3.4% | -27.5% | +30.9% | +11.0% |
| 1Y | +4.5% | -35.1% | +39.6% | +15.9% |
| 3Y | +25.6% | +31.1% | -5.5% | +1.7% |
| 5Y | +43.8% | +29.8% | +14.0% | +11.4% |
| All | +319.4% | +192.8% | +126.6% | +84.3% |
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