+14,645.6%
BLK vs URI
+5,405.8%
+9,239.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -0.8% |
| 7D | +0.2% | +2.6% | -2.4% | -0.6% |
| 30D | +13.1% | +9.1% | +4.1% | +10.1% |
| 3M | +7.3% | +1.0% | +6.3% | +6.5% |
| 6M | +14.6% | +23.3% | -8.7% | +6.6% |
| YTD | +16.5% | +43.3% | -26.9% | +2.0% |
| 1Y | +15.4% | +35.9% | -20.6% | +2.6% |
| 3Y | +97.2% | +158.6% | -61.5% | +42.3% |
| 5Y | +43.4% | +213.1% | -169.7% | -3.7% |
| 10Y | +322.5% | +1,213.1% | -890.6% | +79.1% |
| All | +14,645.6% | +5,405.8% | +9,239.8% | +3,130.7% |
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