+485.4%
P vs URA
+339.5%
+145.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 3M | +26.7% | -8.4% | +35.1% | +32.0% |
| 6M | +62.2% | -12.7% | +74.9% | +70.5% |
| YTD | +48.5% | +7.8% | +40.7% | +40.3% |
| 1Y | +26.4% | +19.5% | +6.9% | +12.0% |
| 3Y | +159.4% | +116.4% | +43.0% | +69.4% |
| 5Y | +275.8% | +134.3% | +141.5% | +121.4% |
| 10Y | +732.0% | +359.3% | +372.8% | +210.2% |
| All | +485.4% | +339.5% | +145.8% | +105.3% |
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 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