+38.3%
S vs URA
+35.4%
+2.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +2.0% | -1.5% | +3.5% | +2.5% |
| 30D | -2.7% | -10.4% | +7.7% | 0.0% |
| 3M | -6.9% | -29.6% | +22.8% | +0.7% |
| 6M | +38.1% | -40.3% | +78.3% | +54.5% |
| YTD | +48.0% | -25.5% | +73.5% | +50.4% |
| 1Y | +34.5% | -26.4% | +60.9% | +37.0% |
| 3Y | +38.3% | +31.4% | +6.9% | +12.2% |
| All | +38.3% | +35.4% | +2.9% | +12.2% |
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 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