+634.6%
P vs URA
+266.3%
+368.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.1% |
| 7D | +11.6% | -1.5% | +13.2% | +12.4% |
| 30D | -23.7% | -10.4% | -13.3% | -18.9% |
| 3M | -8.0% | -29.6% | +21.7% | +9.2% |
| 6M | +27.9% | -40.3% | +68.2% | +63.9% |
| YTD | +61.2% | -25.5% | +86.6% | +82.4% |
| 1Y | +28.6% | -26.4% | +55.0% | +45.8% |
| 3Y | +200.5% | +31.4% | +169.0% | +149.3% |
| 5Y | +282.9% | +28.6% | +254.4% | +206.0% |
| All | +634.6% | +266.3% | +368.4% | +205.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling