+99.5%
U vs URA
+36.0%
+63.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +3.6% |
| 7D | +36.6% | -4.1% | +40.7% | +38.6% |
| 30D | +13.3% | -19.0% | +32.3% | +24.0% |
| 3M | +26.2% | -25.1% | +51.3% | +41.7% |
| 6M | +88.7% | -44.5% | +133.2% | +140.4% |
| YTD | +16.6% | -24.3% | +40.9% | +26.6% |
| 1Y | +29.0% | -28.1% | +57.1% | +43.4% |
| 3Y | +99.5% | +40.7% | +58.8% | +58.1% |
| All | +99.5% | +36.0% | +63.5% | +58.1% |
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