+239.8%
RF vs URA
+289.1%
-49.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.6% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +6.2% | -14.8% | +21.0% | +11.0% |
| 3M | -7.8% | -25.3% | +17.5% | -0.3% |
| 6M | +5.9% | -39.9% | +45.9% | +21.2% |
| YTD | +9.0% | -22.4% | +31.5% | +12.4% |
| 1Y | +19.3% | -29.0% | +48.2% | +26.0% |
| 3Y | +116.4% | +41.0% | +75.5% | +66.1% |
| 5Y | +46.0% | +38.3% | +7.7% | +7.4% |
| 10Y | +239.8% | +276.1% | -36.3% | +44.0% |
| All | +239.8% | +289.1% | -49.3% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling