-26.3%
U vs URA
+241.8%
-268.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -3.5% |
| 7D | +24.4% | +0.3% | +24.1% | +23.5% |
| 30D | +7.4% | -14.8% | +22.2% | +16.4% |
| 3M | +16.8% | -25.3% | +42.1% | +34.4% |
| 6M | +78.8% | -39.9% | +118.7% | +128.4% |
| YTD | +14.0% | -22.4% | +36.4% | +23.6% |
| 1Y | +16.7% | -29.0% | +45.7% | +32.8% |
| 3Y | +86.4% | +41.0% | +45.4% | +31.3% |
| 5Y | -71.5% | +38.3% | -109.8% | -81.2% |
| All | -26.3% | +241.8% | -268.1% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling