+66.9%
M vs URA
-53.7%
+120.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -4.0% |
| 7D | -2.1% | -13.3% | +11.1% | +2.8% |
| 30D | +7.7% | -25.9% | +33.6% | +19.1% |
| 3M | -4.4% | -27.8% | +23.4% | +6.0% |
| 6M | +27.5% | -42.8% | +70.3% | +51.9% |
| YTD | +12.8% | -27.5% | +40.2% | +19.8% |
| 1Y | +20.7% | -35.1% | +55.9% | +33.0% |
| 3Y | +111.3% | +31.1% | +80.2% | +66.4% |
| 5Y | -6.3% | +29.8% | -36.1% | -28.7% |
| 10Y | +1.5% | +265.1% | -263.6% | -50.8% |
| All | +66.9% | -53.7% | +120.6% | +25.4% |
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