+17.4%
M vs URA
-31.4%
+48.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.4% | -9.0% | -5.0% |
| 7D | -4.3% | -4.1% | -0.2% | -3.8% |
| 30D | +1.3% | -19.0% | +20.3% | +3.4% |
| 3M | -7.4% | -25.1% | +17.8% | -4.7% |
| 6M | +18.3% | -44.5% | +62.8% | +24.2% |
| YTD | +7.6% | -24.3% | +31.9% | +7.0% |
| 1Y | +17.4% | -28.1% | +45.5% | +17.3% |
| All | +17.4% | -31.4% | +48.7% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling