-52.3%
URA vs BG
+149.1%
-201.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | -1.5% | +2.6% | -4.1% | -2.4% |
| 30D | -10.4% | -6.7% | -3.7% | -8.2% |
| 3M | -29.6% | -9.3% | -20.4% | -27.7% |
| 6M | -40.3% | -18.3% | -21.9% | -36.6% |
| YTD | -25.5% | +16.2% | -41.7% | -31.1% |
| 1Y | -26.4% | +7.6% | -34.0% | -30.1% |
| 3Y | +31.4% | +6.6% | +24.9% | +21.7% |
| 5Y | +28.6% | +22.2% | +6.4% | +10.4% |
| 10Y | +260.9% | +112.0% | +148.9% | +123.6% |
| All | -52.3% | +149.1% | -201.4% | -76.7% |
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