+204.5%
URI vs URA
+25.6%
+178.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +6.7% | -1.5% | +8.3% | +7.3% |
| 30D | +8.9% | -10.4% | +19.3% | +12.8% |
| 3M | +0.5% | -29.6% | +30.2% | +12.1% |
| 6M | +20.7% | -40.3% | +60.9% | +40.7% |
| YTD | +40.0% | -25.5% | +65.5% | +47.2% |
| 1Y | +34.4% | -26.4% | +60.8% | +41.5% |
| 3Y | +149.5% | +31.4% | +118.0% | +94.3% |
| All | +204.5% | +25.6% | +178.9% | +123.4% |
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 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