+51.9%
DOW vs URI
+33.3%
+18.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.1% | -3.0% |
| 7D | -4.2% | -4.3% | +0.1% | -4.0% |
| 30D | +14.7% | +4.6% | +10.1% | +14.4% |
| 3M | +9.1% | -2.1% | +11.2% | +9.2% |
| 6M | -17.7% | +21.9% | -39.6% | -19.3% |
| YTD | +44.6% | +39.7% | +4.9% | +33.3% |
| 1Y | +51.9% | +32.9% | +19.0% | +45.4% |
| All | +51.9% | +33.3% | +18.6% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling