-19.9%
UROY vs SPY
+14.6%
-34.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.4% | -6.5% |
| 7D | -12.3% | -0.7% | -11.6% | -10.9% |
| 30D | -23.1% | -1.0% | -22.1% | -21.1% |
| 3M | -6.8% | -0.3% | -6.5% | -6.3% |
| 6M | -17.8% | +7.3% | -25.2% | -31.4% |
| YTD | -11.6% | +13.3% | -24.9% | -35.0% |
| 1Y | -19.9% | +14.8% | -34.7% | -43.2% |
| All | -19.9% | +14.6% | -34.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling