+176.6%
P vs URA
+36.0%
+140.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.8% | +1.2% |
| 7D | -23.8% | -4.1% | -19.7% | -21.6% |
| 30D | -36.6% | -19.0% | -17.6% | -28.6% |
| 3M | +10.9% | -25.1% | +36.0% | +29.1% |
| 6M | +30.0% | -44.5% | +74.5% | +75.1% |
| YTD | +44.4% | -24.3% | +68.7% | +62.6% |
| 1Y | +3.9% | -28.1% | +32.1% | +19.7% |
| 3Y | +176.6% | +40.7% | +135.9% | +147.6% |
| All | +176.6% | +36.0% | +140.6% | +147.6% |
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 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