-16.7%
DOW vs URI
+12.1%
-28.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | -9.5% | -9.8% | +0.3% | -9.9% |
| 30D | +13.1% | +1.7% | +11.3% | +13.6% |
| 3M | +4.8% | -9.1% | +13.9% | +3.9% |
| 6M | -16.7% | +9.9% | -26.5% | -18.5% |
| All | -16.7% | +12.1% | -28.8% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling