+303.3%
LOW vs URA
+289.1%
+14.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +2.7% |
| 7D | +8.7% | +0.3% | +8.4% | +8.5% |
| 30D | +25.5% | -14.8% | +40.2% | +29.4% |
| 3M | +6.6% | -25.3% | +31.9% | +12.8% |
| 6M | +2.4% | -39.9% | +42.4% | +12.8% |
| YTD | -1.7% | -22.4% | +20.7% | +0.7% |
| 1Y | +1.7% | -29.0% | +30.7% | +6.0% |
| 3Y | +26.6% | +41.0% | -14.4% | +4.8% |
| 5Y | +10.1% | +38.3% | -28.2% | -11.9% |
| 10Y | +303.3% | +276.1% | +27.2% | +91.5% |
| All | +303.3% | +289.1% | +14.2% | +91.5% |
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