-37.4%
DOW vs URI
+200.7%
-238.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.5% |
| 7D | -2.4% | -2.0% | -0.4% | -1.9% |
| 30D | +0.4% | -12.9% | +13.3% | +4.7% |
| 3M | -14.4% | -6.7% | -7.7% | -13.4% |
| 6M | -7.0% | +19.0% | -26.0% | -14.9% |
| YTD | +30.2% | +25.5% | +4.7% | +16.0% |
| 1Y | +29.2% | +5.5% | +23.7% | +22.3% |
| 3Y | -36.7% | +111.3% | -148.0% | -57.0% |
| All | -37.4% | +200.7% | -238.1% | -65.6% |
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