+12.8%
F vs URI
+18.5%
-5.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +3.4% |
| 7D | +6.0% | -4.3% | +10.4% | +6.5% |
| 30D | +4.3% | +4.6% | -0.3% | +3.7% |
| 3M | -10.1% | -2.1% | -7.9% | -9.7% |
| 6M | +12.8% | +21.9% | -9.2% | +6.4% |
| All | +12.8% | +18.5% | -5.7% | +6.4% |
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