-56.8%
W vs URA
+28.3%
-85.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -0.2% |
| 7D | -1.7% | +4.5% | -6.1% | -4.5% |
| 30D | +3.2% | -13.4% | +16.7% | +12.6% |
| 3M | +8.3% | -28.4% | +36.7% | +32.1% |
| 6M | +84.3% | -40.5% | +124.8% | +151.5% |
| YTD | +11.0% | -24.3% | +35.3% | +23.5% |
| 1Y | -0.2% | -28.8% | +28.6% | +14.3% |
| 3Y | +157.9% | +37.6% | +120.3% | +59.0% |
| 5Y | -56.8% | +30.7% | -87.5% | -76.6% |
| All | -56.8% | +28.3% | -85.1% | -76.6% |
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 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