+176.6%
URI vs URA
+27.0%
+149.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.3% | -1.9% | -5.4% |
| 7D | -12.9% | -13.3% | +0.3% | -8.8% |
| 30D | -3.4% | -25.9% | +22.5% | +6.3% |
| 3M | -10.0% | -27.8% | +17.7% | -0.6% |
| 6M | +12.2% | -42.8% | +55.0% | +32.4% |
| YTD | +29.8% | -27.5% | +57.2% | +37.6% |
| 1Y | +24.6% | -35.1% | +59.7% | +37.0% |
| 3Y | +137.6% | +31.1% | +106.5% | +85.2% |
| 5Y | +176.6% | +29.8% | +146.9% | +100.6% |
| All | +176.6% | +27.0% | +149.7% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling