+69.3%
W vs URA
-41.6%
+110.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -4.0% |
| 7D | -3.6% | -4.1% | +0.5% | -1.1% |
| 30D | +7.0% | -19.0% | +26.0% | +21.1% |
| 3M | +7.4% | -25.1% | +32.5% | +26.4% |
| 6M | +69.3% | -44.5% | +113.8% | +130.6% |
| All | +69.3% | -41.6% | +110.9% | +130.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling