+103.1%
F vs URI
+7,950.8%
-7,847.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +4.3% |
| 7D | +6.0% | -4.3% | +10.4% | +7.4% |
| 30D | +4.3% | +4.6% | -0.3% | +2.7% |
| 3M | -10.1% | -2.1% | -7.9% | -9.9% |
| 6M | +12.8% | +21.9% | -9.2% | +5.0% |
| YTD | -0.1% | +39.7% | -39.8% | -12.5% |
| 1Y | +3.7% | +32.9% | -29.2% | -7.7% |
| 3Y | +42.7% | +155.8% | -113.1% | +1.4% |
| 5Y | -11.0% | +202.4% | -213.5% | -40.1% |
| 10Y | +87.0% | +1,517.7% | -1,430.7% | -25.7% |
| All | +103.1% | +7,950.8% | -7,847.6% | -64.6% |
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 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