+66.7%
UL vs URA
+371.9%
-305.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.3% |
| 7D | -1.3% | +8.1% | -9.4% | -2.0% |
| 30D | +0.9% | +5.8% | -4.8% | +0.3% |
| 3M | +14.2% | +3.4% | +10.8% | +13.6% |
| 6M | -3.2% | -2.6% | -0.6% | -3.5% |
| YTD | -0.3% | +11.2% | -11.5% | -2.6% |
| 1Y | -8.8% | +19.8% | -28.6% | -12.3% |
| 3Y | +23.9% | +121.5% | -97.6% | +7.0% |
| 5Y | +21.4% | +134.5% | -113.1% | +0.8% |
| 10Y | +66.7% | +376.7% | -310.0% | +13.2% |
| All | +66.7% | +371.9% | -305.3% | +13.2% |
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