+18.9%
RF vs URA
-26.7%
+45.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -1.3% | +2.9% | -4.2% | -1.6% |
| 30D | +4.6% | -10.8% | +15.5% | +5.6% |
| 3M | -8.4% | -25.5% | +17.1% | -6.1% |
| 6M | +8.9% | -41.2% | +50.1% | +15.0% |
| YTD | +8.8% | -21.3% | +30.1% | +7.5% |
| 1Y | +18.9% | -25.7% | +44.6% | +18.7% |
| All | +18.9% | -26.7% | +45.6% | +18.7% |
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