+100.9%
F vs URI
+7,377.6%
-7,276.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.1% | +6.0% | +1.1% |
| 7D | +1.4% | -12.9% | +14.3% | +5.6% |
| 30D | +2.0% | -3.4% | +5.4% | +2.9% |
| 3M | -10.4% | -10.0% | -0.3% | -7.9% |
| 6M | +9.7% | +12.2% | -2.5% | +4.7% |
| YTD | -1.2% | +29.8% | -30.9% | -11.5% |
| 1Y | 0.0% | +24.6% | -24.6% | -9.3% |
| 3Y | +41.1% | +137.6% | -96.5% | +2.5% |
| 5Y | -11.4% | +176.6% | -188.0% | -38.8% |
| 10Y | +85.0% | +1,402.6% | -1,317.6% | -25.0% |
| All | +100.9% | +7,377.6% | -7,276.7% | -64.3% |
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