+1,381.0%
NET vs URA
+268.0%
+1,113.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.0% |
| 7D | -16.4% | -10.5% | -5.8% | -11.1% |
| 30D | -25.8% | -18.6% | -7.2% | -17.3% |
| 3M | -11.5% | -23.0% | +11.5% | +1.1% |
| 6M | +18.9% | -40.3% | +59.2% | +53.5% |
| YTD | +35.2% | -23.5% | +58.7% | +45.2% |
| 1Y | +14.5% | -31.1% | +45.6% | +29.8% |
| 3Y | +313.8% | +38.3% | +275.5% | +179.8% |
| 5Y | +32.6% | +34.6% | -2.0% | -12.6% |
| All | +1,381.0% | +268.0% | +1,113.0% | +454.1% |
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