+213.6%
RF vs URI
+1,173.3%
-959.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.9% |
| 7D | +1.9% | +6.7% | -4.8% | -1.5% |
| 30D | +7.3% | +8.9% | -1.5% | +2.2% |
| 3M | -7.9% | +0.5% | -8.5% | -9.2% |
| 6M | +10.5% | +20.7% | -10.1% | -2.2% |
| YTD | +9.6% | +40.0% | -30.4% | -13.6% |
| 1Y | +20.3% | +34.4% | -14.1% | -3.1% |
| 3Y | +119.5% | +149.5% | -29.9% | +19.1% |
| 5Y | +48.2% | +205.6% | -157.4% | -31.4% |
| All | +213.6% | +1,173.3% | -959.7% | -36.7% |
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