+118.5%
RF vs URI
+7,950.8%
-7,832.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +3.0% |
| 7D | +2.3% | -4.3% | +6.6% | +3.8% |
| 30D | +7.2% | +4.6% | +2.6% | +5.4% |
| 3M | -8.2% | -2.1% | -6.1% | -8.0% |
| 6M | +7.0% | +21.9% | -14.9% | -1.4% |
| YTD | +10.3% | +39.7% | -29.4% | -5.1% |
| 1Y | +25.1% | +32.9% | -7.8% | +9.5% |
| 3Y | +110.3% | +155.8% | -45.5% | +43.6% |
| 5Y | +47.1% | +202.4% | -155.3% | -6.6% |
| 10Y | +297.9% | +1,517.7% | -1,219.8% | +43.4% |
| All | +118.5% | +7,950.8% | -7,832.2% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling