-47.6%
S vs URA
+87.6%
-135.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.8% | -2.5% | -4.6% |
| 7D | +4.1% | +4.5% | -0.4% | +2.2% |
| 30D | -7.2% | -13.4% | +6.3% | -1.1% |
| 3M | 0.0% | -28.4% | +28.4% | +14.4% |
| 6M | +41.6% | -40.5% | +82.1% | +73.5% |
| YTD | +48.6% | -24.3% | +72.9% | +54.1% |
| 1Y | +30.0% | -28.8% | +58.9% | +38.7% |
| 3Y | +42.2% | +37.6% | +4.5% | -6.7% |
| 5Y | -70.8% | +30.7% | -101.5% | -81.9% |
| All | -47.6% | +87.6% | -135.1% | -71.0% |
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