+10.7%
O vs URA
+33.4%
-22.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.0% |
| 7D | +3.7% | -4.1% | +7.8% | +3.9% |
| 30D | +11.2% | -19.0% | +30.2% | +12.5% |
| 3M | -4.0% | -25.1% | +21.2% | -2.4% |
| 6M | -5.2% | -44.5% | +39.3% | -1.8% |
| YTD | +9.5% | -24.3% | +33.8% | +10.1% |
| 1Y | +10.6% | -28.1% | +38.7% | +11.6% |
| 3Y | +38.1% | +40.7% | -2.6% | +26.5% |
| All | +10.7% | +33.4% | -22.7% | -0.3% |
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