+1,179.9%
URI vs URA
+359.3%
+820.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | -12.9% | +7.4% | -20.3% | -15.8% |
| 3M | -6.7% | -8.4% | +1.7% | -4.3% |
| 6M | +19.0% | -12.7% | +31.7% | +22.3% |
| YTD | +25.5% | +7.8% | +17.7% | +15.7% |
| 1Y | +5.5% | +19.5% | -13.9% | -9.5% |
| 3Y | +111.3% | +116.4% | -5.1% | +27.8% |
| 5Y | +198.6% | +134.3% | +64.3% | +58.5% |
| All | +1,179.9% | +359.3% | +820.7% | +336.4% |
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