+96.6%
USB vs URA
+37.5%
+59.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +2.4% | -10.5% | +12.9% | +3.7% |
| 30D | +6.6% | -18.6% | +25.2% | +9.1% |
| 3M | -4.1% | -23.0% | +18.9% | -1.3% |
| 6M | +12.5% | -40.3% | +52.8% | +19.1% |
| YTD | +17.6% | -23.5% | +41.1% | +19.4% |
| 1Y | +36.5% | -31.1% | +67.6% | +40.3% |
| All | +96.6% | +37.5% | +59.1% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling