-26.3%
U vs URI
+538.6%
-564.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.2% |
| 7D | +24.4% | -5.8% | +30.2% | +26.8% |
| 30D | +7.4% | +4.8% | +2.6% | +4.0% |
| 3M | +16.8% | -2.5% | +19.3% | +16.7% |
| 6M | +78.8% | +18.6% | +60.2% | +59.8% |
| YTD | +14.0% | +37.6% | -23.6% | -9.5% |
| 1Y | +16.7% | +30.6% | -13.9% | -4.7% |
| 3Y | +86.4% | +148.3% | -62.0% | +1.5% |
| 5Y | -71.5% | +202.6% | -274.1% | -87.5% |
| All | -26.3% | +538.6% | -564.9% | -60.5% |
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