+41.6%
NYT vs URA
+91.2%
-49.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +0.9% |
| 7D | -0.6% | -5.5% | +4.9% | +0.1% |
| 30D | +4.6% | -3.7% | +8.3% | +4.9% |
| 3M | -9.6% | -2.9% | -6.7% | -9.5% |
| 6M | -14.0% | -15.2% | +1.2% | -12.8% |
| YTD | -2.8% | +1.9% | -4.7% | -4.8% |
| 1Y | +15.6% | +6.9% | +8.7% | +11.0% |
| 3Y | +56.3% | +99.6% | -43.3% | +29.7% |
| All | +41.6% | +91.2% | -49.6% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling