+120.5%
URI vs URA
+114.7%
+5.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -12.9% | +7.4% | -20.3% | -14.7% |
| 3M | -6.7% | -8.4% | +1.7% | -5.2% |
| 6M | +19.0% | -12.7% | +31.7% | +20.9% |
| YTD | +25.5% | +7.8% | +17.7% | +18.7% |
| 1Y | +5.5% | +19.5% | -13.9% | -5.2% |
| All | +120.5% | +114.7% | +5.8% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling