+652.6%
P vs URA
+289.1%
+363.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +4.2% |
| 7D | -13.3% | +0.3% | -13.6% | -13.1% |
| 30D | -34.0% | -14.8% | -19.2% | -28.0% |
| 3M | +4.1% | -25.3% | +29.4% | +20.2% |
| 6M | +30.5% | -39.9% | +70.4% | +67.0% |
| YTD | +52.2% | -22.4% | +74.6% | +69.1% |
| 1Y | +10.3% | -29.0% | +39.3% | +27.3% |
| 3Y | +180.9% | +41.0% | +139.9% | +125.6% |
| 5Y | +259.7% | +38.3% | +221.4% | +177.8% |
| 10Y | +652.6% | +276.1% | +376.6% | +235.8% |
| All | +652.6% | +289.1% | +363.6% | +235.8% |
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 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