-28.6%
U vs URI
+502.2%
-530.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -7.1% | +22.1% | +18.3% |
| 7D | +24.3% | -12.9% | +37.2% | +31.7% |
| 30D | +8.6% | -3.4% | +12.0% | +9.3% |
| 3M | +37.6% | -10.0% | +47.6% | +42.9% |
| 6M | +78.5% | +12.2% | +66.3% | +63.8% |
| YTD | +10.5% | +29.8% | -19.3% | -9.8% |
| 1Y | +15.2% | +24.6% | -9.4% | -3.8% |
| 3Y | +76.6% | +137.6% | -61.0% | -1.7% |
| 5Y | -67.9% | +176.6% | -244.5% | -85.5% |
| All | -28.6% | +502.2% | -530.8% | -60.6% |
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