+109.3%
RF vs URI
+136.1%
-26.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | +0.2% |
| 7D | -1.6% | -12.9% | +11.3% | +2.9% |
| 30D | +5.0% | -3.4% | +8.4% | +6.0% |
| 3M | -10.0% | -10.0% | 0.0% | -7.2% |
| 6M | +3.3% | +12.2% | -8.9% | -2.4% |
| YTD | +7.9% | +29.8% | -21.8% | -6.2% |
| 1Y | +21.2% | +24.6% | -3.4% | +7.3% |
| All | +109.3% | +136.1% | -26.8% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling