-13.7%
T vs URI
+12.6%
-26.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | -0.9% |
| 7D | +4.3% | -12.9% | +17.2% | +2.6% |
| 30D | -9.7% | -3.4% | -6.3% | -10.0% |
| 3M | -4.3% | -10.0% | +5.7% | -5.6% |
| 6M | -13.7% | +12.2% | -25.8% | -10.2% |
| All | -13.7% | +12.6% | -26.3% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling