+446.2%
APP vs URI
+230.3%
+215.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.1% | +38.2% | +33.8% |
| 7D | +39.7% | -12.9% | +52.6% | +46.5% |
| 30D | +27.7% | -3.4% | +31.1% | +27.9% |
| 3M | -14.8% | -10.0% | -4.7% | -12.5% |
| 6M | -25.5% | +12.2% | -37.7% | -31.6% |
| YTD | -47.2% | +29.8% | -76.9% | -57.1% |
| 1Y | -42.3% | +24.6% | -66.9% | -52.0% |
| 3Y | +806.8% | +137.6% | +669.2% | +406.9% |
| 5Y | +261.6% | +176.6% | +85.0% | +57.6% |
| All | +446.2% | +230.3% | +215.8% | +146.0% |
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