+941.9%
MKTX vs URA
-31.1%
+973.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +1.1% | +7.4% | -6.3% | -0.3% |
| 3M | +36.1% | -8.4% | +44.5% | +37.5% |
| 6M | -12.9% | -12.7% | -0.2% | -12.0% |
| YTD | -8.5% | +7.8% | -16.3% | -11.7% |
| 1Y | -7.5% | +19.5% | -27.0% | -13.7% |
| 3Y | -28.3% | +116.4% | -144.8% | -43.0% |
| 5Y | -63.3% | +134.3% | -197.6% | -72.4% |
| 10Y | +4.5% | +359.3% | -354.7% | -39.0% |
| All | +941.9% | -31.1% | +973.0% | +862.4% |
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