+88.3%
RF vs URA
+114.7%
-26.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | -3.6% | +7.4% | -11.0% | -4.6% |
| 3M | +8.1% | -8.4% | +16.5% | +9.0% |
| 6M | +11.5% | -12.7% | +24.2% | +12.6% |
| YTD | +15.6% | +7.8% | +7.8% | +12.7% |
| 1Y | +15.7% | +19.5% | -3.8% | +10.2% |
| All | +88.3% | +114.7% | -26.4% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling