+1,720.0%
NDAQ vs URA
-51.6%
+1,771.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.7% |
| 7D | +0.8% | -4.1% | +5.0% | +1.7% |
| 30D | +16.5% | -19.0% | +35.5% | +21.8% |
| 3M | +13.5% | -25.1% | +38.6% | +20.4% |
| 6M | +20.9% | -44.5% | +65.4% | +36.2% |
| YTD | +11.4% | -24.3% | +35.7% | +14.6% |
| 1Y | +25.9% | -28.1% | +54.0% | +30.8% |
| 3Y | +119.9% | +40.7% | +79.2% | +83.3% |
| 5Y | +61.7% | +35.5% | +26.3% | +30.9% |
| 10Y | +481.6% | +281.2% | +200.4% | +207.1% |
| All | +1,720.0% | -51.6% | +1,771.6% | +1,801.1% |
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