+2,111.6%
NOW vs URI
+3,376.4%
-1,264.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.1% |
| 7D | -27.5% | -4.3% | -23.2% | -26.7% |
| 30D | -20.0% | +4.6% | -24.6% | -21.5% |
| 3M | -7.9% | -2.1% | -5.8% | -8.0% |
| 6M | +18.3% | +21.9% | -3.6% | +8.4% |
| YTD | -29.0% | +39.7% | -68.7% | -40.4% |
| 1Y | -38.7% | +32.9% | -71.6% | -47.6% |
| 3Y | -10.3% | +155.8% | -166.1% | -41.4% |
| 5Y | -22.5% | +202.4% | -224.9% | -53.3% |
| 10Y | +553.8% | +1,517.7% | -963.9% | +85.5% |
| All | +2,111.6% | +3,376.4% | -1,264.8% | +401.9% |
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