+3.3%
RF vs URI
+12.6%
-9.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -1.3% |
| 7D | -1.6% | -12.9% | +11.3% | -0.2% |
| 30D | +5.0% | -3.4% | +8.4% | +5.3% |
| 3M | -10.0% | -10.0% | 0.0% | -9.2% |
| 6M | +3.3% | +12.2% | -8.9% | +2.7% |
| All | +3.3% | +12.6% | -9.3% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling