-63.9%
XYZ vs URA
+33.4%
-97.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | -0.7% |
| 7D | +12.1% | -4.1% | +16.3% | +14.6% |
| 30D | +12.4% | -19.0% | +31.4% | +25.8% |
| 3M | +8.2% | -25.1% | +33.3% | +25.5% |
| 6M | +20.7% | -44.5% | +65.2% | +64.1% |
| YTD | +31.3% | -24.3% | +55.6% | +41.4% |
| 1Y | +20.5% | -28.1% | +48.6% | +32.9% |
| 3Y | +72.6% | +40.7% | +31.9% | +1.8% |
| All | -63.9% | +33.4% | -97.3% | -80.8% |
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