+272.5%
RF vs URI
+1,374.0%
-1,101.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -0.9% | -9.8% | +8.9% | +4.1% |
| 30D | +6.0% | +1.7% | +4.3% | +4.7% |
| 3M | -8.9% | -9.1% | +0.2% | -5.3% |
| 6M | +2.3% | +9.9% | -7.5% | -4.8% |
| YTD | +7.6% | +31.2% | -23.7% | -12.2% |
| 1Y | +21.2% | +25.9% | -4.8% | +1.1% |
| 3Y | +108.5% | +147.4% | -38.9% | +13.7% |
| 5Y | +43.2% | +179.7% | -136.5% | -30.1% |
| All | +272.5% | +1,374.0% | -1,101.5% | -27.4% |
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 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