+23.1%
Q vs URA
-35.2%
+58.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.9% | +3.8% |
| 7D | +0.3% | -4.1% | +4.4% | +2.9% |
| 30D | -9.8% | -19.0% | +9.2% | +1.8% |
| 3M | -12.2% | -25.1% | +12.9% | +2.6% |
| 6M | -21.6% | -44.5% | +22.9% | +6.8% |
| YTD | +43.6% | -24.3% | +67.9% | +65.2% |
| 1Y | +25.7% | -28.1% | +53.8% | +46.7% |
| All | +23.1% | -35.2% | +58.3% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling