+1,037.1%
ALL vs URI
+7,134.6%
-6,097.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.7% |
| 7D | 0.0% | -2.0% | +2.0% | +0.4% |
| 30D | -1.5% | -12.9% | +11.5% | +1.3% |
| 3M | +23.6% | -6.7% | +30.4% | +24.7% |
| 6M | +22.3% | +19.0% | +3.3% | +16.1% |
| YTD | +26.5% | +25.5% | +1.0% | +18.0% |
| 1Y | +27.0% | +5.5% | +21.5% | +22.7% |
| 3Y | +149.6% | +111.3% | +38.3% | +101.0% |
| 5Y | +118.1% | +198.6% | -80.5% | +59.3% |
| 10Y | +369.0% | +1,179.9% | -810.9% | +133.7% |
| All | +1,037.1% | +7,134.6% | -6,097.5% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling