+24.7%
Z vs URA
+300.7%
-276.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | -4.2% | +7.4% | -11.6% | -6.8% |
| 3M | -3.7% | -8.4% | +4.7% | -1.9% |
| 6M | -24.5% | -12.7% | -11.8% | -22.5% |
| YTD | -49.3% | +7.8% | -57.1% | -52.8% |
| 1Y | -58.7% | +19.5% | -78.1% | -64.0% |
| 3Y | -34.1% | +116.4% | -150.6% | -57.4% |
| 5Y | -64.5% | +134.3% | -198.8% | -79.2% |
| 10Y | -0.5% | +359.3% | -359.7% | -62.4% |
| All | +24.7% | +300.7% | -276.1% | -51.8% |
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 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