+48.6%
UROY vs SPY
+96.8%
-48.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.1% | +9.4% |
| 7D | +16.4% | +0.5% | +15.9% | +15.4% |
| 30D | +16.1% | -0.9% | +17.1% | +17.9% |
| 3M | +53.0% | +3.9% | +49.1% | +43.8% |
| 6M | +35.4% | +14.5% | +20.9% | +10.5% |
| YTD | +36.2% | +12.9% | +23.2% | +14.5% |
| 1Y | +47.9% | +19.4% | +28.5% | +15.2% |
| 3Y | +93.6% | +78.5% | +15.1% | -20.2% |
| 5Y | +48.3% | +81.8% | -33.4% | -36.3% |
| All | +48.6% | +96.8% | -48.2% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling