-24.7%
U vs URI
+509.0%
-533.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.0% |
| 7D | +36.6% | -9.8% | +46.4% | +42.3% |
| 30D | +13.3% | +1.7% | +11.6% | +11.4% |
| 3M | +26.2% | -9.1% | +35.2% | +30.4% |
| 6M | +88.7% | +9.9% | +78.9% | +75.3% |
| YTD | +16.6% | +31.2% | -14.6% | -5.3% |
| 1Y | +29.0% | +25.9% | +3.0% | +7.2% |
| 3Y | +99.5% | +147.4% | -47.9% | +8.6% |
| 5Y | -66.1% | +179.7% | -245.9% | -84.8% |
| All | -24.7% | +509.0% | -533.6% | -58.6% |
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