+747.5%
NYT vs URA
-29.9%
+777.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -1.6% | +5.7% | -7.3% | -3.0% |
| 30D | +2.8% | +5.6% | -2.8% | +1.2% |
| 3M | -9.2% | +6.2% | -15.4% | -11.3% |
| 6M | -17.1% | -8.2% | -8.9% | -16.9% |
| YTD | -3.2% | +9.7% | -12.9% | -8.6% |
| 1Y | +15.7% | +17.0% | -1.3% | +5.4% |
| 3Y | +55.7% | +118.5% | -62.7% | +12.7% |
| 5Y | +39.4% | +134.3% | -95.0% | -7.3% |
| 10Y | +485.6% | +377.5% | +108.1% | +172.3% |
| All | +747.5% | -29.9% | +777.4% | +714.7% |
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