-8.4%
T vs URI
+26.0%
-34.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.8% |
| 7D | +1.0% | -9.8% | +10.8% | +0.6% |
| 30D | -10.6% | +1.7% | -12.4% | -10.5% |
| 3M | -7.7% | -9.1% | +1.3% | -8.0% |
| 6M | -13.3% | +9.9% | -23.2% | -13.1% |
| YTD | -8.8% | +31.2% | -40.0% | -9.5% |
| 1Y | -8.4% | +25.9% | -34.3% | -8.7% |
| All | -8.4% | +26.0% | -34.4% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling