+130.7%
C vs URI
+200.7%
-70.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | +3.6% | -2.0% | +5.6% | +4.3% |
| 30D | +0.1% | -12.9% | +13.0% | +5.1% |
| 3M | +2.4% | -6.7% | +9.2% | +4.4% |
| 6M | +24.9% | +19.0% | +5.9% | +14.3% |
| YTD | +19.8% | +25.5% | -5.7% | +6.1% |
| 1Y | +44.9% | +5.5% | +39.3% | +37.4% |
| 3Y | +263.0% | +111.3% | +151.7% | +148.1% |
| All | +130.7% | +200.7% | -70.0% | +27.8% |
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