+1,497.9%
META vs URI
+3,090.9%
-1,593.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.2% | -2.3% |
| 7D | -3.1% | -12.9% | +9.8% | -0.1% |
| 30D | -18.1% | -3.4% | -14.7% | -17.6% |
| 3M | +2.9% | -10.0% | +12.9% | +5.0% |
| 6M | +0.2% | +12.2% | -12.0% | -3.3% |
| YTD | -8.1% | +29.8% | -37.8% | -15.9% |
| 1Y | -4.5% | +24.6% | -29.1% | -11.9% |
| 3Y | +94.2% | +137.6% | -43.4% | +49.7% |
| 5Y | +79.1% | +176.6% | -97.5% | +30.6% |
| 10Y | +405.9% | +1,402.6% | -996.7% | +155.0% |
| All | +1,497.9% | +3,090.9% | -1,593.0% | +728.6% |
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