+30.0%
S vs URA
-29.1%
+59.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.8% | -2.5% | -5.7% |
| 7D | +4.1% | +4.5% | -0.4% | +3.6% |
| 30D | -7.2% | -13.4% | +6.3% | -5.7% |
| 3M | 0.0% | -28.4% | +28.4% | +2.9% |
| 6M | +41.6% | -40.5% | +82.1% | +47.6% |
| YTD | +48.6% | -24.3% | +72.9% | +42.9% |
| 1Y | +30.0% | -28.8% | +58.9% | +27.2% |
| All | +30.0% | -29.1% | +59.1% | +27.2% |
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 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