+1,540.5%
NDAQ vs URA
-31.1%
+1,571.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -2.0% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | +2.5% | +7.4% | -4.9% | +0.6% |
| 3M | +9.9% | -8.4% | +18.3% | +11.3% |
| 6M | +9.4% | -12.7% | +22.1% | +10.9% |
| YTD | +0.4% | +7.8% | -7.4% | -4.2% |
| 1Y | +4.0% | +19.5% | -15.4% | -4.7% |
| 3Y | +94.4% | +116.4% | -22.0% | +46.7% |
| 5Y | +56.7% | +134.3% | -77.6% | +9.5% |
| 10Y | +375.3% | +359.3% | +16.0% | +145.7% |
| All | +1,540.5% | -31.1% | +1,571.6% | +1,488.9% |
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