+5.6%
LOW vs URI
+166.6%
-160.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +7.4% | -9.8% | +17.2% | +10.6% |
| 30D | +24.5% | +1.7% | +22.7% | +23.4% |
| 3M | +3.5% | -9.1% | +12.5% | +6.0% |
| 6M | -2.6% | +9.9% | -12.4% | -6.6% |
| YTD | -4.8% | +31.2% | -36.1% | -15.3% |
| 1Y | -0.8% | +25.9% | -26.7% | -10.6% |
| 3Y | +22.8% | +147.4% | -124.6% | -17.1% |
| All | +5.6% | +166.6% | -160.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling