+1,068.4%
ALL vs URI
+7,377.6%
-6,309.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.1% | +6.2% | +0.6% |
| 7D | +4.2% | -12.9% | +17.1% | +7.2% |
| 30D | +18.9% | -3.4% | +22.3% | +19.6% |
| 3M | +1.2% | -10.0% | +11.2% | +3.1% |
| 6M | +23.2% | +12.2% | +11.0% | +19.0% |
| YTD | +30.0% | +29.8% | +0.3% | +20.1% |
| 1Y | +39.6% | +24.6% | +15.0% | +30.0% |
| 3Y | +115.2% | +137.6% | -22.4% | +68.8% |
| 5Y | +156.2% | +176.6% | -20.4% | +90.2% |
| 10Y | +398.0% | +1,402.6% | -1,004.6% | +140.0% |
| All | +1,068.4% | +7,377.6% | -6,309.2% | +155.5% |
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