+227.9%
UL vs URA
-48.6%
+276.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.2% |
| 7D | +0.3% | +4.3% | -4.0% | -0.3% |
| 30D | +7.0% | -11.7% | +18.7% | +8.5% |
| 3M | +5.8% | -23.5% | +29.3% | +9.0% |
| 6M | +16.1% | -37.8% | +53.9% | +22.4% |
| YTD | +4.5% | -19.6% | +24.1% | +5.2% |
| 1Y | -1.3% | -24.8% | +23.5% | +0.1% |
| 3Y | +35.0% | +47.0% | -12.0% | +19.0% |
| 5Y | +31.9% | +35.4% | -3.4% | +14.9% |
| 10Y | +99.3% | +302.3% | -203.1% | +29.0% |
| All | +227.9% | -48.6% | +276.5% | +195.5% |
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