-10.4%
DOW vs URI
+776.8%
-787.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.9% | +2.5% | -5.4% | -4.1% |
| 30D | +2.0% | -12.5% | +14.5% | +8.0% |
| 3M | -12.5% | -6.2% | -6.3% | -11.4% |
| 6M | -9.2% | +25.9% | -35.1% | -22.2% |
| YTD | +30.8% | +26.2% | +4.6% | +11.0% |
| 1Y | +29.4% | +5.5% | +23.9% | +19.2% |
| 3Y | -34.6% | +125.0% | -159.5% | -61.8% |
| 5Y | -35.9% | +210.4% | -246.4% | -70.6% |
| All | -10.4% | +776.8% | -787.2% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling