+47.0%
DOW vs URI
+32.9%
+14.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.9% | -8.3% | -1.7% |
| 7D | -9.4% | -4.0% | -5.4% | -9.2% |
| 30D | +8.9% | +6.8% | +2.1% | +8.6% |
| 3M | +6.7% | -2.8% | +9.6% | +6.9% |
| 6M | -14.2% | +20.9% | -35.1% | -15.8% |
| YTD | +36.9% | +40.2% | -3.3% | +26.0% |
| All | +47.0% | +32.9% | +14.1% | +41.4% |
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