-10.3%
M vs URA
+33.4%
-43.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.4% | -9.0% | -5.9% |
| 7D | -4.3% | -4.1% | -0.2% | -3.2% |
| 30D | +1.3% | -19.0% | +20.3% | +7.5% |
| 3M | -7.4% | -25.1% | +17.8% | +0.1% |
| 6M | +18.3% | -44.5% | +62.8% | +39.3% |
| YTD | +7.6% | -24.3% | +31.9% | +11.0% |
| 1Y | +17.4% | -28.1% | +45.5% | +22.7% |
| 3Y | +108.4% | +40.7% | +67.7% | +52.6% |
| All | -10.3% | +33.4% | -43.7% | -32.8% |
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