-4.9%
DOW vs URI
+811.7%
-816.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | -9.5% | -9.8% | +0.3% | -5.4% |
| 30D | +13.1% | +1.7% | +11.3% | +11.9% |
| 3M | +4.8% | -9.1% | +13.9% | +8.5% |
| 6M | -16.7% | +9.9% | -26.5% | -22.1% |
| YTD | +38.9% | +31.2% | +7.7% | +15.2% |
| 1Y | +48.3% | +25.9% | +22.4% | +25.5% |
| 3Y | -24.4% | +147.4% | -171.7% | -58.0% |
| 5Y | -29.2% | +179.7% | -209.0% | -65.3% |
| All | -4.9% | +811.7% | -816.6% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling