+9.2%
O vs URI
+209.3%
-200.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.4% | +9.3% | -9.7% | -1.5% |
| 30D | +8.3% | +7.6% | +0.7% | +7.2% |
| 3M | -4.0% | +1.0% | -5.0% | -4.3% |
| 6M | -2.6% | +19.8% | -22.5% | -5.3% |
| YTD | +9.9% | +41.9% | -32.0% | +3.8% |
| 1Y | +9.8% | +33.4% | -23.5% | +4.6% |
| 3Y | +39.7% | +156.0% | -116.3% | +14.8% |
| 5Y | +9.2% | +209.5% | -200.4% | -14.4% |
| All | +9.2% | +209.3% | -200.2% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling