+14,604.7%
BLK vs URI
+5,280.3%
+9,324.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +3.7% | +6.7% | -3.0% | +1.8% |
| 30D | +13.9% | +8.9% | +5.0% | +10.9% |
| 3M | +3.9% | +0.5% | +3.4% | +3.2% |
| 6M | +13.0% | +20.7% | -7.7% | +5.8% |
| YTD | +16.1% | +40.0% | -23.9% | +2.4% |
| 1Y | +16.8% | +34.4% | -17.6% | +4.1% |
| 3Y | +97.7% | +149.5% | -51.8% | +44.1% |
| 5Y | +42.1% | +205.6% | -163.5% | -3.8% |
| 10Y | +321.3% | +1,183.1% | -861.8% | +79.8% |
| All | +14,604.7% | +5,280.3% | +9,324.4% | +3,143.0% |
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