-64.6%
XYZ vs URA
+27.0%
-91.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -1.2% |
| 7D | +9.2% | -13.3% | +22.5% | +18.0% |
| 30D | +9.8% | -25.9% | +35.7% | +29.1% |
| 3M | -0.2% | -27.8% | +27.6% | +18.0% |
| 6M | +18.0% | -42.8% | +60.8% | +56.7% |
| YTD | +29.1% | -27.5% | +56.6% | +42.5% |
| 1Y | +14.1% | -35.1% | +49.2% | +34.0% |
| 3Y | +72.6% | +31.1% | +41.6% | +7.4% |
| 5Y | -64.6% | +29.8% | -94.4% | -81.6% |
| All | -64.6% | +27.0% | -91.6% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling