+449.6%
P vs URA
+195.6%
+254.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.3% | -11.1% | -13.9% |
| 7D | -31.9% | -13.3% | -18.6% | -26.6% |
| 30D | -36.5% | -25.9% | -10.6% | -26.3% |
| 3M | +11.6% | -27.8% | +39.4% | +30.6% |
| 6M | +25.2% | -42.8% | +68.0% | +63.1% |
| YTD | +39.4% | -27.5% | +66.9% | +59.9% |
| 1Y | -3.7% | -35.1% | +31.5% | +15.9% |
| 3Y | +167.3% | +31.1% | +136.2% | +123.4% |
| 5Y | +237.3% | +29.8% | +207.6% | +170.1% |
| 10Y | +698.6% | +265.1% | +433.5% | +242.5% |
| All | +449.6% | +195.6% | +254.0% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling