+1,151.9%
URI vs URA
+272.2%
+879.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.6% |
| 7D | +9.3% | +4.5% | +4.9% | +7.4% |
| 30D | +7.6% | -13.4% | +21.0% | +14.0% |
| 3M | +1.0% | -28.4% | +29.5% | +15.1% |
| 6M | +19.8% | -40.5% | +60.3% | +45.6% |
| YTD | +41.9% | -24.3% | +66.1% | +50.4% |
| 1Y | +33.4% | -28.8% | +62.2% | +44.7% |
| 3Y | +156.0% | +37.6% | +118.4% | +88.2% |
| 5Y | +209.5% | +30.7% | +178.8% | +121.8% |
| All | +1,151.9% | +272.2% | +879.6% | +339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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