+1,341.4%
UMC vs URI
+1,243.8%
+97.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.8% | +5.7% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | -28.7% | +8.9% | -37.6% | -30.3% |
| 3M | -15.1% | +0.8% | -15.9% | -15.2% |
| 6M | +5.0% | +23.1% | -18.2% | -0.9% |
| YTD | +108.2% | +43.1% | +65.1% | +85.1% |
| 1Y | +121.7% | +35.7% | +86.0% | +100.0% |
| 3Y | +139.8% | +158.2% | -18.4% | +72.0% |
| 5Y | +85.1% | +212.6% | -127.5% | +21.6% |
| 10Y | +1,341.4% | +1,210.8% | +130.6% | +563.2% |
| All | +1,341.4% | +1,243.8% | +97.6% | +563.2% |
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 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