+29.8%
Q vs URA
-27.8%
+57.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.2% | +0.7% | +3.0% |
| 7D | +8.4% | +4.3% | +4.1% | +5.8% |
| 30D | -1.2% | -11.7% | +10.5% | +6.6% |
| 3M | -9.3% | -23.5% | +14.2% | +5.7% |
| 6M | -15.0% | -37.8% | +22.8% | +10.7% |
| YTD | +53.5% | -19.6% | +73.1% | +63.9% |
| All | +29.8% | -27.8% | +57.6% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling