+118.5%
SPOT vs URI
+199.0%
-80.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.9% | -0.9% |
| 7D | +2.5% | -4.0% | +6.6% | +3.5% |
| 30D | +15.1% | +6.8% | +8.3% | +12.6% |
| 3M | +24.8% | -2.8% | +27.6% | +24.9% |
| 6M | +45.8% | +20.9% | +24.9% | +34.3% |
| YTD | +4.9% | +40.2% | -35.4% | -10.8% |
| 1Y | -1.3% | +34.1% | -35.4% | -14.6% |
| 3Y | +257.7% | +164.1% | +93.6% | +110.6% |
| 5Y | +118.5% | +199.3% | -80.8% | +9.5% |
| All | +118.5% | +199.0% | -80.4% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling