+210.1%
W vs URA
+266.3%
-56.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.4% |
| 7D | +0.2% | -1.5% | +1.7% | +1.1% |
| 30D | +6.8% | -10.4% | +17.2% | +13.7% |
| 3M | +10.7% | -29.6% | +40.3% | +35.1% |
| 6M | +86.3% | -40.3% | +126.6% | +150.0% |
| YTD | +11.5% | -25.5% | +36.9% | +25.8% |
| 1Y | +5.1% | -26.4% | +31.5% | +18.0% |
| 3Y | +171.0% | +31.4% | +139.6% | +93.2% |
| 5Y | -56.6% | +28.6% | -85.2% | -69.2% |
| All | +210.1% | +266.3% | -56.2% | -11.6% |
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