-74.5%
U vs URI
+209.3%
-283.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | +2.8% | +9.3% | -6.5% | -2.7% |
| 30D | +7.6% | +7.6% | 0.0% | +1.5% |
| 3M | +12.7% | +1.0% | +11.6% | +9.9% |
| 6M | +87.0% | +19.8% | +67.1% | +60.4% |
| YTD | +13.6% | +41.9% | -28.2% | -18.3% |
| 1Y | +25.3% | +33.4% | -8.1% | -5.6% |
| 3Y | +85.8% | +156.0% | -70.2% | -27.3% |
| 5Y | -74.5% | +209.5% | -284.0% | -93.1% |
| All | -74.5% | +209.3% | -283.8% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling