+180.1%
URI vs URA
+25.3%
+154.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | -0.3% |
| 7D | -9.8% | -4.1% | -5.7% | -8.5% |
| 30D | +1.7% | -19.0% | +20.8% | +8.8% |
| 3M | -9.1% | -25.1% | +16.1% | -0.7% |
| 6M | +9.9% | -44.5% | +54.3% | +31.1% |
| YTD | +31.2% | -24.3% | +55.5% | +37.2% |
| 1Y | +25.9% | -28.1% | +54.1% | +33.6% |
| 3Y | +147.4% | +40.7% | +106.7% | +87.4% |
| All | +180.1% | +25.3% | +154.8% | +107.5% |
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 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