+254.8%
SPOT vs URI
+530.4%
-275.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | -2.9% | +2.5% | -5.4% | -3.5% |
| 30D | +8.3% | -12.5% | +20.8% | +12.0% |
| 3M | +5.1% | -6.2% | +11.3% | +5.8% |
| 6M | -6.5% | +25.9% | -32.3% | -14.6% |
| YTD | -9.0% | +26.2% | -35.2% | -17.8% |
| 1Y | -26.4% | +5.5% | -31.9% | -30.1% |
| 3Y | +240.0% | +125.0% | +115.1% | +146.7% |
| 5Y | +111.7% | +210.4% | -98.7% | +35.4% |
| All | +254.8% | +530.4% | -275.6% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling