-39.0%
U vs URA
+374.8%
-413.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -3.8% | +1.1% | -4.9% | -4.4% |
| 30D | +17.5% | +7.4% | +10.1% | +12.5% |
| 3M | +38.7% | -8.4% | +47.1% | +43.7% |
| 6M | +104.4% | -12.7% | +117.1% | +113.7% |
| YTD | -5.7% | +7.8% | -13.5% | -13.3% |
| 1Y | +3.7% | +19.5% | -15.8% | -12.1% |
| 3Y | +12.3% | +116.4% | -104.1% | -37.5% |
| 5Y | -68.8% | +134.3% | -203.1% | -83.3% |
| All | -39.0% | +374.8% | -413.9% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling