+372.4%
T vs URI
+7,377.6%
-7,005.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | +0.9% |
| 7D | +4.3% | -12.9% | +17.2% | +6.1% |
| 30D | -9.7% | -3.4% | -6.3% | -9.4% |
| 3M | -4.3% | -10.0% | +5.7% | -3.3% |
| 6M | -13.7% | +12.2% | -25.8% | -15.4% |
| YTD | -8.0% | +29.8% | -37.7% | -12.2% |
| 1Y | -6.9% | +24.6% | -31.5% | -10.8% |
| 3Y | +59.7% | +137.6% | -77.9% | +37.9% |
| 5Y | +53.4% | +176.6% | -123.2% | +27.4% |
| 10Y | +58.2% | +1,402.6% | -1,344.3% | +1.2% |
| All | +372.4% | +7,377.6% | -7,005.2% | +107.1% |
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