+28.6%
UROY vs SPY
+79.8%
-51.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -5.3% |
| 7D | +1.4% | -2.0% | +3.3% | +4.6% |
| 30D | +7.9% | -1.7% | +9.6% | +10.9% |
| 3M | +61.3% | +4.7% | +56.6% | +49.4% |
| 6M | +17.8% | +12.5% | +5.3% | -1.1% |
| YTD | +27.1% | +11.7% | +15.4% | +8.8% |
| 1Y | +37.2% | +17.5% | +19.7% | +9.7% |
| 3Y | +80.7% | +76.6% | +4.2% | -24.1% |
| 5Y | +28.6% | +82.0% | -53.5% | -44.2% |
| All | +28.6% | +79.8% | -51.2% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling