+468.0%
UUUU vs URA
+346.2%
+121.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.3% | -1.7% | -0.3% |
| 7D | -10.5% | -5.5% | -5.0% | -2.9% |
| 30D | -10.5% | -3.7% | -6.8% | -5.4% |
| 3M | -14.1% | -2.9% | -11.2% | -9.9% |
| 6M | -35.5% | -15.2% | -20.2% | -15.8% |
| YTD | -10.9% | +1.9% | -12.8% | -7.4% |
| 1Y | +3.4% | +6.9% | -3.6% | +1.9% |
| 3Y | +73.1% | +99.6% | -26.5% | -29.1% |
| 5Y | +87.1% | +101.2% | -14.0% | -13.6% |
| All | +468.0% | +346.2% | +121.8% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling