-6.2%
DOW vs URI
+874.4%
-880.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.9% | -8.3% | -4.4% |
| 7D | -9.4% | -4.0% | -5.4% | -8.0% |
| 30D | +8.9% | +6.8% | +2.1% | +5.3% |
| 3M | +6.7% | -2.8% | +9.6% | +7.1% |
| 6M | -14.2% | +20.9% | -35.1% | -23.3% |
| YTD | +36.9% | +40.2% | -3.3% | +10.1% |
| 1Y | +45.8% | +34.1% | +11.7% | +19.8% |
| 3Y | -23.9% | +164.1% | -188.0% | -59.0% |
| 5Y | -30.8% | +199.3% | -230.1% | -67.2% |
| All | -6.2% | +874.4% | -880.6% | -78.9% |
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 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