+543.0%
XYZ vs URA
+218.3%
+324.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -1.2% |
| 7D | +9.2% | -13.3% | +22.5% | +17.8% |
| 30D | +9.8% | -25.9% | +35.7% | +28.6% |
| 3M | -0.2% | -27.8% | +27.6% | +17.7% |
| 6M | +18.0% | -42.8% | +60.8% | +55.5% |
| YTD | +29.1% | -27.5% | +56.6% | +43.6% |
| 1Y | +14.1% | -35.1% | +49.2% | +34.4% |
| 3Y | +72.6% | +31.1% | +41.6% | +20.5% |
| 5Y | -64.6% | +29.8% | -94.4% | -75.6% |
| 10Y | +590.0% | +265.1% | +324.9% | +121.0% |
| All | +543.0% | +218.3% | +324.7% | +112.4% |
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