+68.3%
O vs URI
+1,374.0%
-1,305.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +3.7% | -9.8% | +13.5% | +5.7% |
| 30D | +11.2% | +1.7% | +9.4% | +10.6% |
| 3M | -4.0% | -9.1% | +5.1% | -2.5% |
| 6M | -5.2% | +9.9% | -15.1% | -7.8% |
| YTD | +9.5% | +31.2% | -21.7% | +1.5% |
| 1Y | +10.6% | +25.9% | -15.3% | +3.3% |
| 3Y | +38.1% | +147.4% | -109.3% | +6.7% |
| 5Y | +10.2% | +179.7% | -169.5% | -19.8% |
| All | +68.3% | +1,374.0% | -1,305.7% | -2.7% |
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