-44.7%
S vs URA
+99.0%
-143.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.2% | +1.9% | +5.4% |
| 7D | +1.6% | +4.3% | -2.7% | -0.1% |
| 30D | -10.5% | -11.7% | +1.3% | -5.4% |
| 3M | +9.9% | -23.5% | +33.4% | +22.2% |
| 6M | +41.8% | -37.8% | +79.5% | +70.3% |
| YTD | +56.8% | -19.6% | +76.4% | +58.4% |
| 1Y | +39.0% | -24.8% | +63.8% | +44.6% |
| 3Y | +53.8% | +47.0% | +6.9% | -2.0% |
| 5Y | -68.6% | +35.4% | -103.9% | -80.8% |
| All | -44.7% | +99.0% | -143.7% | -70.2% |
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