+65.5%
T vs URI
+1,171.2%
-1,105.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -2.2% |
| 7D | -1.3% | -2.0% | +0.7% | -1.0% |
| 30D | +11.4% | -12.9% | +24.3% | +13.7% |
| 3M | +14.3% | -6.7% | +21.0% | +15.1% |
| 6M | -9.3% | +19.0% | -28.3% | -12.8% |
| YTD | +7.1% | +25.5% | -18.4% | +1.4% |
| 1Y | -9.1% | +5.5% | -14.6% | -11.4% |
| 3Y | +105.3% | +111.3% | -6.0% | +70.3% |
| 5Y | +66.8% | +198.6% | -131.7% | +24.7% |
| All | +65.5% | +1,171.2% | -1,105.7% | -12.5% |
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 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