+147.7%
P vs URA
+114.7%
+33.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +6.5% | +1.1% | +5.5% | +6.0% |
| 30D | +18.8% | +7.4% | +11.4% | +14.4% |
| 3M | +26.7% | -8.4% | +35.1% | +31.9% |
| 6M | +62.2% | -12.7% | +74.9% | +70.2% |
| YTD | +48.5% | +7.8% | +40.7% | +39.1% |
| 1Y | +26.4% | +19.5% | +6.9% | +10.0% |
| All | +147.7% | +114.7% | +33.0% | +71.3% |
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