+1,857.3%
UMC vs URI
+1,196.9%
+660.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +3.6% |
| 7D | +13.6% | +5.0% | +8.6% | +12.1% |
| 30D | +20.8% | -9.4% | +30.2% | +24.0% |
| 3M | +16.1% | -5.8% | +22.0% | +18.1% |
| 6M | +137.3% | +25.8% | +111.5% | +120.5% |
| YTD | +193.8% | +27.9% | +165.9% | +170.2% |
| 1Y | +236.1% | +9.7% | +226.4% | +221.6% |
| 3Y | +267.1% | +128.0% | +139.1% | +175.4% |
| 5Y | +145.3% | +212.4% | -67.1% | +64.0% |
| 10Y | +1,857.3% | +1,271.8% | +585.5% | +900.8% |
| All | +1,857.3% | +1,196.9% | +660.4% | +900.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling