+43.4%
BLK vs URI
+214.4%
-171.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -1.1% |
| 7D | +0.2% | +2.6% | -2.4% | -0.8% |
| 30D | +13.1% | +9.1% | +4.1% | +9.4% |
| 3M | +7.3% | +1.0% | +6.3% | +6.3% |
| 6M | +14.6% | +23.3% | -8.7% | +4.5% |
| YTD | +16.5% | +43.3% | -26.9% | -2.3% |
| 1Y | +15.4% | +35.9% | -20.6% | -1.1% |
| 3Y | +97.2% | +158.6% | -61.5% | +20.1% |
| 5Y | +43.4% | +213.1% | -169.7% | -25.9% |
| All | +43.4% | +214.4% | -171.0% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling