+156.2%
ALL vs URI
+178.2%
-22.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.1% | +6.2% | +0.2% |
| 7D | +4.2% | -12.9% | +17.1% | +6.3% |
| 30D | +18.9% | -3.4% | +22.3% | +19.4% |
| 3M | +1.2% | -10.0% | +11.2% | +2.6% |
| 6M | +23.2% | +12.2% | +11.0% | +19.8% |
| YTD | +30.0% | +29.8% | +0.3% | +21.8% |
| 1Y | +39.6% | +24.6% | +15.0% | +31.8% |
| 3Y | +115.2% | +137.6% | -22.4% | +66.8% |
| 5Y | +156.2% | +176.6% | -20.4% | +89.4% |
| All | +156.2% | +178.2% | -22.0% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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