+236.9%
BAC vs URI
+7,377.6%
-7,140.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.1% | +3.5% | -1.2% |
| 7D | -2.7% | -12.9% | +10.2% | +1.9% |
| 30D | -8.0% | -3.4% | -4.6% | -7.1% |
| 3M | -20.9% | -10.0% | -10.9% | -18.5% |
| 6M | -5.4% | +12.2% | -17.5% | -10.4% |
| YTD | -8.1% | +29.8% | -37.8% | -19.2% |
| 1Y | -3.1% | +24.6% | -27.7% | -13.6% |
| 3Y | +88.1% | +137.6% | -49.5% | +29.8% |
| 5Y | +19.7% | +176.6% | -156.9% | -23.6% |
| 10Y | +275.9% | +1,402.6% | -1,126.7% | +27.6% |
| All | +236.9% | +7,377.6% | -7,140.7% | -50.9% |
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