+121.5%
URA vs BG
+20.0%
+101.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.2% | +2.5% |
| 7D | +8.1% | +2.4% | +5.7% | +7.7% |
| 30D | +5.8% | +15.0% | -9.3% | +3.3% |
| 3M | +3.4% | -0.7% | +4.1% | +3.5% |
| 6M | -2.6% | +7.5% | -10.1% | -4.5% |
| YTD | +11.2% | +41.6% | -30.4% | +3.9% |
| 1Y | +19.8% | +50.7% | -30.8% | +10.5% |
| 3Y | +121.5% | +20.3% | +101.2% | +112.9% |
| All | +121.5% | +20.0% | +101.5% | +112.9% |
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