-48.8%
S vs URA
+87.4%
-136.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | -0.2% |
| 7D | -13.4% | -4.1% | -9.3% | -11.7% |
| 30D | -14.0% | -19.0% | +5.0% | -5.9% |
| 3M | +4.9% | -25.1% | +30.0% | +17.6% |
| 6M | +42.0% | -44.5% | +86.5% | +79.0% |
| YTD | +45.1% | -24.3% | +69.4% | +50.4% |
| 1Y | +33.1% | -28.1% | +61.2% | +40.9% |
| 3Y | +40.6% | +40.7% | 0.0% | -9.2% |
| 5Y | -67.5% | +35.5% | -102.9% | -80.0% |
| All | -48.8% | +87.4% | -136.2% | -71.7% |
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 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