+122.2%
ALL vs URI
+200.7%
-78.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.6% |
| 7D | 0.0% | -2.0% | +2.0% | +0.3% |
| 30D | -1.5% | -12.9% | +11.5% | +0.5% |
| 3M | +23.6% | -6.7% | +30.4% | +24.4% |
| 6M | +22.3% | +19.0% | +3.3% | +17.3% |
| YTD | +26.5% | +25.5% | +1.0% | +19.5% |
| 1Y | +27.0% | +5.5% | +21.5% | +23.8% |
| 3Y | +149.6% | +111.3% | +38.3% | +100.1% |
| All | +122.2% | +200.7% | -78.4% | +53.2% |
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