+591.1%
LIN vs URA
-31.1%
+622.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -2.4% | +7.4% | -9.8% | -4.2% |
| 3M | -5.6% | -8.4% | +2.8% | -4.5% |
| 6M | -3.4% | -12.7% | +9.3% | -2.1% |
| YTD | +13.1% | +7.8% | +5.3% | +7.8% |
| 1Y | +2.5% | +19.5% | -17.0% | -6.3% |
| 3Y | +27.6% | +116.4% | -88.8% | -4.7% |
| 5Y | +63.0% | +134.3% | -71.2% | +13.3% |
| 10Y | +359.3% | +359.3% | 0.0% | +142.3% |
| All | +591.1% | -31.1% | +622.3% | +435.7% |
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