+9.7%
F vs URI
+12.6%
-2.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.1% | +6.0% | -0.3% |
| 7D | +1.4% | -12.9% | +14.3% | +3.0% |
| 30D | +2.0% | -3.4% | +5.4% | +2.4% |
| 3M | -10.4% | -10.0% | -0.3% | -9.1% |
| 6M | +9.7% | +12.2% | -2.5% | +8.6% |
| All | +9.7% | +12.6% | -2.9% | +8.6% |
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 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