+233.8%
LOW vs URA
+369.2%
-135.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.8% |
| 7D | -0.6% | +5.7% | -6.4% | -1.8% |
| 30D | -9.3% | +5.6% | -14.9% | -10.5% |
| 3M | -8.1% | +6.2% | -14.3% | -9.8% |
| 6M | -19.8% | -8.2% | -11.5% | -19.3% |
| YTD | -16.4% | +9.7% | -26.0% | -20.1% |
| 1Y | -24.7% | +17.0% | -41.6% | -30.2% |
| 3Y | -8.8% | +118.5% | -127.3% | -31.8% |
| 5Y | +7.8% | +134.3% | -126.6% | -25.9% |
| 10Y | +233.8% | +377.5% | -143.6% | +46.7% |
| All | +233.8% | +369.2% | -135.4% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling