-14.2%
C vs URI
+7,377.6%
-7,391.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.1% | +2.1% | -2.4% |
| 7D | -5.3% | -12.9% | +7.6% | -0.3% |
| 30D | -7.3% | -3.4% | -3.9% | -6.3% |
| 3M | -13.5% | -10.0% | -3.4% | -10.5% |
| 6M | -6.5% | +12.2% | -18.7% | -11.6% |
| YTD | +3.6% | +29.8% | -26.1% | -9.5% |
| 1Y | +18.9% | +24.6% | -5.7% | +5.4% |
| 3Y | +205.0% | +137.6% | +67.4% | +106.0% |
| 5Y | +109.4% | +176.6% | -67.3% | +29.5% |
| 10Y | +232.9% | +1,402.6% | -1,169.6% | +4.0% |
| All | -14.2% | +7,377.6% | -7,391.8% | -91.4% |
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