+1,314.7%
NI vs URI
+7,134.6%
-5,819.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.8% |
| 7D | +2.0% | -2.0% | +4.0% | +2.2% |
| 30D | -3.5% | -12.9% | +9.4% | -2.0% |
| 3M | -9.1% | -6.7% | -2.4% | -8.5% |
| 6M | -11.8% | +19.0% | -30.8% | -14.2% |
| YTD | +1.1% | +25.5% | -24.4% | -2.5% |
| 1Y | +6.7% | +5.5% | +1.2% | +4.9% |
| 3Y | +71.1% | +111.3% | -40.2% | +52.4% |
| 5Y | +94.3% | +198.6% | -104.2% | +63.4% |
| 10Y | +135.8% | +1,179.9% | -1,044.1% | +58.9% |
| All | +1,314.7% | +7,134.6% | -5,819.9% | +609.1% |
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