-3.4%
M vs URA
+25.6%
-29.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +7.0% | -1.5% | +8.6% | +7.5% |
| 30D | +8.9% | -10.4% | +19.3% | +12.3% |
| 3M | +4.5% | -29.6% | +34.1% | +15.1% |
| 6M | +36.2% | -40.3% | +76.5% | +56.7% |
| YTD | +15.1% | -25.5% | +40.6% | +19.3% |
| 1Y | +27.4% | -26.4% | +53.9% | +31.9% |
| 3Y | +160.1% | +31.4% | +128.7% | +96.5% |
| All | -3.4% | +25.6% | -29.1% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling