-50.3%
URA vs BG
+143.7%
-194.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -2.8% |
| 7D | +0.3% | +5.0% | -4.7% | -1.4% |
| 30D | -14.8% | -3.2% | -11.6% | -13.9% |
| 3M | -25.3% | -11.2% | -14.1% | -22.6% |
| 6M | -39.9% | -19.4% | -20.5% | -36.0% |
| YTD | -22.4% | +13.6% | -36.1% | -27.7% |
| 1Y | -29.0% | +7.3% | -36.2% | -32.5% |
| 3Y | +41.0% | +3.8% | +37.2% | +31.8% |
| 5Y | +38.3% | +23.2% | +15.1% | +18.2% |
| 10Y | +276.1% | +97.9% | +178.1% | +140.4% |
| All | -50.3% | +143.7% | -194.0% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling