+41.2%
USB vs URA
+128.0%
-86.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | +1.4% | +1.1% | +0.4% | +1.2% |
| 30D | -1.3% | +7.4% | -8.7% | -2.7% |
| 3M | +15.2% | -8.4% | +23.6% | +16.4% |
| 6M | +18.8% | -12.7% | +31.5% | +20.4% |
| YTD | +21.0% | +7.8% | +13.2% | +17.0% |
| 1Y | +34.0% | +19.5% | +14.6% | +25.5% |
| 3Y | +95.3% | +116.4% | -21.1% | +55.0% |
| All | +41.2% | +128.0% | -86.8% | +7.9% |
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