+113.9%
RF vs URI
+7,377.6%
-7,263.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | +0.3% |
| 7D | -1.6% | -12.9% | +11.3% | +3.1% |
| 30D | +5.0% | -3.4% | +8.4% | +6.0% |
| 3M | -10.0% | -10.0% | 0.0% | -7.1% |
| 6M | +3.3% | +12.2% | -8.9% | -2.1% |
| YTD | +7.9% | +29.8% | -21.8% | -4.8% |
| 1Y | +21.2% | +24.6% | -3.4% | +8.5% |
| 3Y | +105.8% | +137.6% | -31.8% | +44.1% |
| 5Y | +43.7% | +176.6% | -132.9% | -5.9% |
| 10Y | +289.4% | +1,402.6% | -1,113.1% | +43.9% |
| All | +113.9% | +7,377.6% | -7,263.7% | -63.2% |
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