+236.3%
B vs URI
+7,377.6%
-7,141.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +1.1% |
| 7D | +4.3% | -12.9% | +17.2% | +5.5% |
| 30D | -0.9% | -3.4% | +2.5% | -0.7% |
| 3M | -1.4% | -10.0% | +8.7% | -0.6% |
| 6M | +5.0% | +12.2% | -7.2% | +3.8% |
| YTD | -5.8% | +29.8% | -35.6% | -8.4% |
| 1Y | +25.6% | +24.6% | +1.0% | +22.6% |
| 3Y | +161.6% | +137.6% | +24.0% | +140.4% |
| 5Y | +135.2% | +176.6% | -41.4% | +111.3% |
| 10Y | +170.7% | +1,402.6% | -1,231.8% | +103.4% |
| All | +236.3% | +7,377.6% | -7,141.3% | +72.0% |
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 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