+276.1%
URA vs CASY
+539.5%
-263.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | +0.3% | +5.0% | -4.7% | -1.0% |
| 30D | -14.8% | +8.2% | -23.0% | -16.7% |
| 3M | -25.3% | -18.2% | -7.1% | -21.8% |
| 6M | -39.9% | -18.6% | -21.3% | -37.8% |
| YTD | -22.4% | +26.8% | -49.2% | -30.0% |
| 1Y | -29.0% | +31.6% | -60.6% | -36.8% |
| 3Y | +41.0% | +156.5% | -115.5% | -0.3% |
| 5Y | +38.3% | +258.6% | -220.3% | -13.3% |
| 10Y | +276.1% | +550.3% | -274.2% | +97.2% |
| All | +276.1% | +539.5% | -263.4% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling