+103.9%
UL vs URA
+277.9%
-174.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -1.7% | +2.9% | -4.6% | -2.0% |
| 30D | +4.5% | -10.8% | +15.3% | +5.4% |
| 3M | +5.5% | -25.5% | +31.0% | +8.0% |
| 6M | +17.0% | -41.2% | +58.2% | +22.3% |
| YTD | +3.2% | -21.3% | +24.5% | +3.8% |
| 1Y | -1.9% | -25.7% | +23.8% | -0.8% |
| 3Y | +33.6% | +43.1% | -9.5% | +20.6% |
| 5Y | +31.5% | +35.6% | -4.1% | +17.0% |
| 10Y | +103.9% | +281.3% | -177.4% | +30.4% |
| All | +103.9% | +277.9% | -174.0% | +30.4% |
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