+198.3%
W vs URA
+94.1%
+104.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.7% |
| 7D | +1.1% | +0.3% | +0.8% | +0.8% |
| 30D | +6.4% | -14.8% | +21.2% | +16.2% |
| 3M | +9.0% | -25.3% | +34.3% | +27.4% |
| 6M | +69.8% | -39.9% | +109.7% | +123.7% |
| YTD | +12.1% | -22.4% | +34.5% | +23.3% |
| 1Y | 0.0% | -29.0% | +29.0% | +14.7% |
| 3Y | +160.3% | +41.0% | +119.4% | +83.3% |
| 5Y | -53.3% | +38.3% | -91.6% | -67.0% |
| 10Y | +217.0% | +276.1% | -59.1% | +6.0% |
| All | +198.3% | +94.1% | +104.2% | +33.6% |
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