+167.1%
P vs URA
+30.2%
+136.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.3% | -11.1% | -13.5% |
| 7D | -31.9% | -13.3% | -18.6% | -26.0% |
| 30D | -36.5% | -25.9% | -10.6% | -25.2% |
| 3M | +11.6% | -27.8% | +39.4% | +32.5% |
| 6M | +25.2% | -42.8% | +68.0% | +66.3% |
| YTD | +39.4% | -27.5% | +66.9% | +60.7% |
| 1Y | -3.7% | -35.1% | +31.5% | +17.1% |
| All | +167.1% | +30.2% | +136.9% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling