+292.5%
LOW vs URI
+1,189.9%
-897.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | +0.1% | +9.3% | -9.2% | -3.1% |
| 30D | +21.3% | +7.6% | +13.7% | +17.7% |
| 3M | +6.0% | +1.0% | +4.9% | +4.9% |
| 6M | +2.6% | +19.8% | -17.3% | -5.1% |
| YTD | -3.6% | +41.9% | -45.5% | -17.6% |
| 1Y | -1.0% | +33.4% | -34.3% | -13.5% |
| 3Y | +24.2% | +156.0% | -131.9% | -18.4% |
| 5Y | +6.3% | +209.5% | -203.2% | -37.6% |
| All | +292.5% | +1,189.9% | -897.3% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling