+36.8%
URA vs BG
+4.1%
+32.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.2% |
| 7D | +0.3% | +5.0% | -4.7% | -0.3% |
| 30D | -14.8% | -3.2% | -11.6% | -14.5% |
| 3M | -25.3% | -11.2% | -14.1% | -24.2% |
| 6M | -39.9% | -19.4% | -20.5% | -38.1% |
| YTD | -22.4% | +13.6% | -36.1% | -25.2% |
| 1Y | -29.0% | +7.3% | -36.2% | -31.0% |
| All | +36.8% | +4.1% | +32.7% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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