+1,340.7%
URI vs URA
+278.3%
+1,062.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | -0.7% |
| 7D | -9.8% | -4.1% | -5.7% | -8.2% |
| 30D | +1.7% | -19.0% | +20.8% | +10.6% |
| 3M | -9.1% | -25.1% | +16.1% | +1.5% |
| 6M | +9.9% | -44.5% | +54.3% | +37.1% |
| YTD | +31.2% | -24.3% | +55.5% | +39.1% |
| 1Y | +25.9% | -28.1% | +54.1% | +35.9% |
| 3Y | +147.4% | +40.7% | +106.7% | +80.1% |
| 5Y | +179.7% | +35.5% | +144.3% | +96.3% |
| All | +1,340.7% | +278.3% | +1,062.4% | +513.7% |
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