-22.7%
U vs URI
+549.9%
-572.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.8% |
| 7D | +2.6% | +6.7% | -4.2% | -0.8% |
| 30D | +27.6% | +8.9% | +18.7% | +21.0% |
| 3M | +15.3% | +0.5% | +14.8% | +13.4% |
| 6M | +96.4% | +20.7% | +75.7% | +74.0% |
| YTD | +19.6% | +40.0% | -20.5% | -6.0% |
| 1Y | +42.1% | +34.4% | +7.7% | +14.2% |
| 3Y | +87.5% | +149.5% | -61.9% | +1.8% |
| 5Y | -73.1% | +205.6% | -278.7% | -88.4% |
| All | -22.7% | +549.9% | -572.6% | -58.9% |
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