+1,419.2%
NI vs URI
+7,462.1%
-6,042.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.9% | -9.8% | +8.8% | +0.3% |
| 30D | +9.6% | +1.7% | +7.9% | +9.3% |
| 3M | +2.5% | -9.1% | +11.5% | +3.5% |
| 6M | -5.8% | +9.9% | -15.7% | -7.2% |
| YTD | +8.6% | +31.2% | -22.7% | +4.0% |
| 1Y | +6.0% | +25.9% | -20.0% | +2.0% |
| 3Y | +91.0% | +147.4% | -56.4% | +66.8% |
| 5Y | +104.8% | +179.7% | -75.0% | +73.6% |
| 10Y | +176.7% | +1,419.5% | -1,242.8% | +82.7% |
| All | +1,419.2% | +7,462.1% | -6,042.8% | +656.5% |
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 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