+22.4%
M vs URA
-29.1%
+51.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.6% |
| 7D | +0.6% | +4.5% | -3.9% | +0.1% |
| 30D | +7.0% | -13.4% | +20.4% | +8.5% |
| 3M | +3.1% | -28.4% | +31.6% | +6.6% |
| 6M | +33.5% | -40.5% | +74.0% | +39.3% |
| YTD | +13.4% | -24.3% | +37.7% | +12.9% |
| 1Y | +22.4% | -28.8% | +51.3% | +22.5% |
| All | +22.4% | -29.1% | +51.5% | +22.5% |
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 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