+99.5%
U vs URI
+138.8%
-39.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.1% |
| 7D | +36.6% | -9.8% | +46.4% | +41.2% |
| 30D | +13.3% | +1.7% | +11.6% | +11.6% |
| 3M | +26.2% | -9.1% | +35.2% | +29.5% |
| 6M | +88.7% | +9.9% | +78.9% | +77.0% |
| YTD | +16.6% | +31.2% | -14.6% | -2.9% |
| 1Y | +29.0% | +25.9% | +3.0% | +10.0% |
| 3Y | +99.5% | +147.4% | -47.9% | -12.4% |
| All | +99.5% | +138.8% | -39.3% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling