+163.6%
W vs URA
+169.7%
-6.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 3M | +37.2% | -8.4% | +45.6% | +43.5% |
| 6M | +26.3% | -12.7% | +39.0% | +33.7% |
| YTD | -1.0% | +7.8% | -8.8% | -9.1% |
| 1Y | +20.1% | +19.5% | +0.6% | +1.1% |
| 3Y | +37.8% | +116.4% | -78.6% | -24.5% |
| 5Y | -63.7% | +134.3% | -197.9% | -81.2% |
| 10Y | +156.3% | +359.3% | -202.9% | -24.9% |
| All | +163.6% | +169.7% | -6.1% | -1.5% |
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