+354.3%
RY vs URA
+277.9%
+76.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -3.0% | +2.9% | -5.9% | -3.6% |
| 30D | +6.3% | -10.8% | +17.1% | +8.8% |
| 3M | -2.6% | -25.5% | +22.9% | +3.4% |
| 6M | +13.9% | -41.2% | +55.2% | +26.6% |
| YTD | +21.7% | -21.3% | +43.0% | +24.8% |
| 1Y | +40.4% | -25.7% | +66.1% | +45.6% |
| 3Y | +161.3% | +43.1% | +118.3% | +120.8% |
| 5Y | +126.5% | +35.6% | +90.9% | +87.5% |
| 10Y | +354.3% | +281.3% | +73.0% | +128.5% |
| All | +354.3% | +277.9% | +76.4% | +128.5% |
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