-27.5%
DOW vs URI
+203.0%
-230.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.1% |
| 7D | +5.2% | +6.7% | -1.5% | +3.1% |
| 30D | +13.2% | +8.9% | +4.3% | +10.0% |
| 3M | +10.1% | +0.5% | +9.6% | +9.3% |
| 6M | -13.1% | +20.7% | -33.7% | -19.5% |
| YTD | +46.1% | +40.0% | +6.1% | +25.5% |
| 1Y | +50.0% | +34.4% | +15.6% | +31.0% |
| 3Y | -20.2% | +149.5% | -169.7% | -48.7% |
| All | -27.5% | +203.0% | -230.5% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling