+161.8%
MAR vs URI
+200.7%
-38.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -4.2% | -2.0% | -2.2% | -3.5% |
| 30D | -6.7% | -12.9% | +6.3% | -2.0% |
| 3M | -12.5% | -6.7% | -5.8% | -11.1% |
| 6M | +0.6% | +19.0% | -18.4% | -8.3% |
| YTD | +9.1% | +25.5% | -16.4% | -3.9% |
| 1Y | +26.2% | +5.5% | +20.7% | +19.2% |
| 3Y | +68.2% | +111.3% | -43.2% | +11.5% |
| All | +161.8% | +200.7% | -38.8% | +34.6% |
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 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