+72.2%
MAR vs URI
+113.1%
-41.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -4.2% | -2.0% | -2.2% | -3.6% |
| 30D | -6.7% | -12.9% | +6.3% | -3.0% |
| 3M | -12.5% | -6.7% | -5.8% | -11.4% |
| 6M | +0.6% | +19.0% | -18.4% | -6.5% |
| YTD | +9.1% | +25.5% | -16.4% | -1.7% |
| 1Y | +26.2% | +5.5% | +20.7% | +21.0% |
| All | +72.2% | +113.1% | -41.0% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling