+134.4%
F vs URI
+7,134.6%
-7,000.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.0% |
| 7D | +5.3% | -2.0% | +7.3% | +5.9% |
| 30D | +4.6% | -12.9% | +17.5% | +9.1% |
| 3M | -3.7% | -6.7% | +3.1% | -2.2% |
| 6M | +16.8% | +19.0% | -2.2% | +8.7% |
| YTD | +15.3% | +25.5% | -10.2% | +4.7% |
| 1Y | +31.0% | +5.5% | +25.5% | +25.4% |
| 3Y | +45.4% | +111.3% | -65.9% | +9.8% |
| 5Y | +54.7% | +198.6% | -143.9% | +5.1% |
| 10Y | +98.2% | +1,179.9% | -1,081.7% | -15.8% |
| All | +134.4% | +7,134.6% | -7,000.2% | -57.7% |
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