+264.0%
SPOT vs URI
+527.1%
-263.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.5% |
| 30D | +12.5% | -12.9% | +25.4% | +16.5% |
| 3M | +9.9% | -6.7% | +16.6% | +10.8% |
| 6M | +1.6% | +19.0% | -17.4% | -5.8% |
| YTD | -6.6% | +25.5% | -32.1% | -15.6% |
| 1Y | -22.9% | +5.5% | -28.5% | -26.8% |
| 3Y | +244.3% | +111.3% | +133.0% | +154.6% |
| 5Y | +117.8% | +198.6% | -80.7% | +40.7% |
| All | +264.0% | +527.1% | -263.1% | +69.9% |
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