+72.6%
XYZ vs URA
+36.0%
+36.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.2% |
| 7D | +12.1% | -4.1% | +16.3% | +13.7% |
| 30D | +12.4% | -19.0% | +31.4% | +20.8% |
| 3M | +8.2% | -25.1% | +33.3% | +19.1% |
| 6M | +20.7% | -44.5% | +65.2% | +47.0% |
| YTD | +31.3% | -24.3% | +55.6% | +39.1% |
| 1Y | +20.5% | -28.1% | +48.6% | +29.7% |
| 3Y | +72.6% | +40.7% | +31.9% | +41.9% |
| All | +72.6% | +36.0% | +36.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling