+207.2%
UMC vs URI
+7.3%
+199.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.2% |
| 7D | +5.0% | -2.0% | +6.9% | +5.3% |
| 30D | +7.7% | -12.9% | +20.6% | +11.0% |
| 3M | +1.7% | -6.7% | +8.4% | +3.6% |
| 6M | +113.9% | +19.0% | +94.9% | +112.5% |
| YTD | +168.9% | +25.5% | +143.4% | +169.7% |
| 1Y | +207.2% | +5.5% | +201.7% | +208.2% |
| All | +207.2% | +7.3% | +199.9% | +208.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling