+148.0%
ALL vs URI
+199.0%
-51.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -1.4% |
| 7D | -3.9% | -4.0% | +0.2% | -3.4% |
| 30D | +10.6% | +6.8% | +3.8% | +9.4% |
| 3M | -4.6% | -2.8% | -1.7% | -4.4% |
| 6M | +20.2% | +20.9% | -0.7% | +15.6% |
| YTD | +23.7% | +40.2% | -16.5% | +14.6% |
| 1Y | +27.9% | +34.1% | -6.2% | +19.4% |
| 3Y | +109.2% | +164.1% | -55.0% | +58.9% |
| 5Y | +148.0% | +199.3% | -51.3% | +79.6% |
| All | +148.0% | +199.0% | -51.0% | +79.6% |
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