+49.6%
O vs URI
+1,171.2%
-1,121.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -0.7% | -2.0% | +1.2% | -0.4% |
| 30D | -1.9% | -12.9% | +11.1% | +0.7% |
| 3M | +3.8% | -6.7% | +10.6% | +4.8% |
| 6M | -4.7% | +19.0% | -23.7% | -9.2% |
| YTD | +12.5% | +25.5% | -13.1% | +5.4% |
| 1Y | +10.8% | +5.5% | +5.3% | +7.5% |
| 3Y | +28.8% | +111.3% | -82.5% | +3.1% |
| 5Y | +13.2% | +198.6% | -185.4% | -19.3% |
| All | +49.6% | +1,171.2% | -1,121.7% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling