+18.4%
U vs URA
-32.2%
+50.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.4% |
| 7D | +7.5% | -10.5% | +18.0% | +12.8% |
| 30D | -7.0% | -18.6% | +11.6% | +1.5% |
| 3M | +20.6% | -23.0% | +43.6% | +33.8% |
| 6M | +53.2% | -40.3% | +93.5% | +88.2% |
| YTD | -3.9% | -23.5% | +19.6% | +0.8% |
| 1Y | +18.4% | -31.1% | +49.5% | +36.9% |
| All | +18.4% | -32.2% | +50.5% | +36.9% |
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