+105.9%
C vs URI
+166.6%
-60.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -2.4% | -9.8% | +7.4% | +1.3% |
| 30D | -6.0% | +1.7% | -7.7% | -6.7% |
| 3M | -10.5% | -9.1% | -1.5% | -7.8% |
| 6M | -5.7% | +9.9% | -15.6% | -10.1% |
| YTD | +4.1% | +31.2% | -27.1% | -9.7% |
| 1Y | +20.5% | +25.9% | -5.4% | +6.3% |
| 3Y | +208.1% | +147.4% | +60.7% | +96.4% |
| All | +105.9% | +166.6% | -60.6% | +18.1% |
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