+599.6%
XYZ vs URA
+359.3%
+240.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -1.0% | +1.1% | -2.0% | -1.5% |
| 30D | -1.7% | +7.4% | -9.1% | -5.9% |
| 3M | +16.7% | -8.4% | +25.1% | +21.0% |
| 6M | +26.9% | -12.7% | +39.6% | +32.4% |
| YTD | +27.1% | +7.8% | +19.4% | +14.8% |
| 1Y | +9.3% | +19.5% | -10.2% | -10.4% |
| 3Y | +42.3% | +116.4% | -74.1% | -25.7% |
| 5Y | -69.3% | +134.3% | -203.6% | -85.1% |
| All | +599.6% | +359.3% | +240.3% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling