+270.8%
O vs URA
-51.6%
+322.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.4% |
| 7D | +3.7% | -4.1% | +7.8% | +4.3% |
| 30D | +11.2% | -19.0% | +30.2% | +14.5% |
| 3M | -4.0% | -25.1% | +21.2% | -0.2% |
| 6M | -5.2% | -44.5% | +39.3% | +2.7% |
| YTD | +9.5% | -24.3% | +33.8% | +11.5% |
| 1Y | +10.6% | -28.1% | +38.7% | +13.3% |
| 3Y | +38.1% | +40.7% | -2.6% | +20.8% |
| 5Y | +10.2% | +35.5% | -25.2% | -5.9% |
| 10Y | +71.4% | +281.2% | -209.7% | +7.2% |
| All | +270.8% | -51.6% | +322.4% | +222.8% |
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