+196.2%
W vs URA
+89.4%
+106.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -4.0% |
| 7D | -3.6% | -4.1% | +0.5% | -1.3% |
| 30D | +7.0% | -19.0% | +26.0% | +20.2% |
| 3M | +7.4% | -25.1% | +32.5% | +25.4% |
| 6M | +69.3% | -44.5% | +113.8% | +133.3% |
| YTD | +11.3% | -24.3% | +35.6% | +24.2% |
| 1Y | +13.2% | -28.1% | +41.3% | +28.9% |
| 3Y | +142.0% | +40.7% | +101.3% | +70.1% |
| 5Y | -54.6% | +35.5% | -90.1% | -67.6% |
| 10Y | +243.7% | +281.2% | -37.4% | +14.9% |
| All | +196.2% | +89.4% | +106.9% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling