+359.3%
URA vs RVTY
+149.2%
+210.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | +7.4% | +13.2% | -5.8% | +3.0% |
| 3M | -8.4% | +27.2% | -35.6% | -15.8% |
| 6M | -12.7% | +32.4% | -45.1% | -21.2% |
| YTD | +7.8% | +34.9% | -27.1% | -3.7% |
| 1Y | +19.5% | +52.4% | -32.9% | +1.9% |
| 3Y | +116.4% | +12.3% | +104.1% | +97.4% |
| 5Y | +134.3% | -30.8% | +165.1% | +152.4% |
| All | +359.3% | +149.2% | +210.1% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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