-31.0%
URA vs BG
+190.9%
-221.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +1.1% | +2.8% | -1.7% | -0.1% |
| 30D | +7.4% | +12.0% | -4.7% | +2.5% |
| 3M | -8.4% | -7.7% | -0.7% | -6.5% |
| 6M | -12.7% | +4.5% | -17.2% | -15.6% |
| YTD | +7.8% | +35.7% | -27.9% | -5.5% |
| 1Y | +19.5% | +50.1% | -30.6% | -0.2% |
| 3Y | +116.4% | +12.6% | +103.8% | +97.6% |
| 5Y | +134.3% | +75.4% | +58.9% | +75.4% |
| 10Y | +359.3% | +150.5% | +208.8% | +166.5% |
| All | -31.0% | +190.9% | -221.9% | -68.1% |
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