-63.1%
W vs URA
+128.0%
-191.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | -4.2% | +1.1% | -5.2% | -4.7% |
| 30D | -7.6% | +7.4% | -15.0% | -11.7% |
| 3M | +37.2% | -8.4% | +45.6% | +43.6% |
| 6M | +26.3% | -12.7% | +39.0% | +33.6% |
| YTD | -1.0% | +7.8% | -8.8% | -10.0% |
| 1Y | +20.1% | +19.5% | +0.6% | -0.8% |
| 3Y | +37.8% | +116.4% | -78.6% | -31.6% |
| All | -63.1% | +128.0% | -191.1% | -82.4% |
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