+5.4%
S vs URA
+20.2%
-14.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.5% |
| 7D | -5.8% | +8.1% | -13.9% | -6.5% |
| 30D | -9.2% | +5.8% | -15.0% | -9.6% |
| 3M | +23.4% | +3.4% | +19.9% | +23.0% |
| 6M | +36.9% | -2.6% | +39.6% | +36.1% |
| YTD | +29.5% | +11.2% | +18.4% | +24.2% |
| 1Y | +5.4% | +19.8% | -14.4% | -4.1% |
| All | +5.4% | +20.2% | -14.8% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling