+11.1%
S vs URA
+114.7%
-103.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -7.7% | +1.1% | -8.8% | -7.9% |
| 30D | -5.3% | +7.4% | -12.7% | -6.9% |
| 3M | +20.3% | -8.4% | +28.7% | +22.3% |
| 6M | +47.4% | -12.7% | +60.1% | +49.8% |
| YTD | +32.5% | +7.8% | +24.7% | +24.3% |
| 1Y | +9.5% | +19.5% | -9.9% | -2.8% |
| All | +11.1% | +114.7% | -103.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling