+21.2%
RF vs URI
+26.0%
-4.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.9% | -9.8% | +8.9% | +0.5% |
| 30D | +6.0% | +1.7% | +4.3% | +5.7% |
| 3M | -8.9% | -9.1% | +0.2% | -7.8% |
| 6M | +2.3% | +9.9% | -7.5% | +0.3% |
| YTD | +7.6% | +31.2% | -23.7% | -2.3% |
| 1Y | +21.2% | +25.9% | -4.8% | +13.1% |
| All | +21.2% | +26.0% | -4.8% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling