+33.2%
Q vs URA
-32.6%
+65.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.5% |
| 7D | +6.6% | +2.9% | +3.7% | +5.0% |
| 30D | +2.7% | -10.8% | +13.5% | +9.8% |
| 3M | -8.4% | -25.5% | +17.1% | +7.4% |
| 6M | -17.3% | -41.2% | +23.9% | +9.0% |
| YTD | +55.3% | -21.3% | +76.6% | +74.6% |
| 1Y | +31.5% | -25.7% | +57.2% | +50.1% |
| All | +33.2% | -32.6% | +65.8% | +53.8% |
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