+500.0%
APP vs URI
+234.1%
+266.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.7% | +9.4% |
| 7D | +71.2% | -9.8% | +81.0% | +76.8% |
| 30D | +39.1% | +1.7% | +37.3% | +36.3% |
| 3M | +16.5% | -9.1% | +25.6% | +19.2% |
| 6M | -16.6% | +9.9% | -26.4% | -22.5% |
| YTD | -41.9% | +31.2% | -73.2% | -53.0% |
| 1Y | -37.0% | +25.9% | -63.0% | -47.9% |
| 3Y | +892.4% | +147.4% | +745.1% | +444.2% |
| 5Y | +297.3% | +179.7% | +117.6% | +72.5% |
| All | +500.0% | +234.1% | +266.0% | +169.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling