-0.8%
C vs URI
+7,134.6%
-7,135.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | +2.4% | -6.7% | +9.2% | +4.4% |
| 6M | +24.9% | +19.0% | +5.9% | +14.2% |
| YTD | +19.8% | +25.5% | -5.7% | +6.4% |
| 1Y | +44.9% | +5.5% | +39.3% | +36.9% |
| 3Y | +263.0% | +111.3% | +151.7% | +156.8% |
| 5Y | +129.5% | +198.6% | -69.0% | +38.1% |
| 10Y | +291.6% | +1,179.9% | -888.3% | +29.5% |
| All | -0.8% | +7,134.6% | -7,135.4% | -89.9% |
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