+62.5%
T vs URI
+1,173.3%
-1,110.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +2.5% | +6.7% | -4.2% | +1.5% |
| 30D | -3.8% | +8.9% | -12.6% | -5.2% |
| 3M | -8.7% | +0.5% | -9.3% | -9.1% |
| 6M | -8.1% | +20.7% | -28.8% | -11.6% |
| YTD | -6.4% | +40.0% | -46.5% | -13.2% |
| 1Y | -9.8% | +34.4% | -44.2% | -15.8% |
| 3Y | +65.5% | +149.5% | -84.0% | +32.8% |
| 5Y | +57.0% | +205.6% | -148.6% | +17.0% |
| All | +62.5% | +1,173.3% | -1,110.9% | -12.3% |
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