+358.7%
RY vs URA
+307.1%
+51.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.7% | +0.1% |
| 7D | -0.2% | +4.3% | -4.5% | -1.2% |
| 30D | +7.1% | -11.7% | +18.8% | +9.8% |
| 3M | -2.7% | -23.5% | +20.9% | +2.7% |
| 6M | +13.8% | -37.8% | +51.5% | +24.7% |
| YTD | +22.1% | -19.6% | +41.7% | +24.6% |
| 1Y | +43.1% | -24.8% | +67.8% | +47.9% |
| 3Y | +163.6% | +47.0% | +116.7% | +121.3% |
| 5Y | +126.2% | +35.4% | +90.9% | +87.5% |
| 10Y | +358.7% | +302.3% | +56.4% | +127.5% |
| All | +358.7% | +307.1% | +51.6% | +127.5% |
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 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