+57.7%
M vs URA
-31.1%
+88.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | +4.7% | +1.1% | +3.6% | +4.3% |
| 30D | -9.6% | +7.4% | -17.0% | -12.2% |
| 3M | +0.9% | -8.4% | +9.2% | +3.0% |
| 6M | +22.3% | -12.7% | +35.0% | +25.5% |
| YTD | +6.5% | +7.8% | -1.3% | -0.8% |
| 1Y | +38.8% | +19.5% | +19.3% | +22.0% |
| 3Y | +115.9% | +116.4% | -0.5% | +42.2% |
| 5Y | +28.6% | +134.3% | -105.7% | -21.6% |
| 10Y | -2.5% | +359.3% | -361.8% | -56.8% |
| All | +57.7% | -31.1% | +88.8% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling