+129.8%
UMC vs URI
+161.0%
-31.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.9% | +0.6% | +5.5% |
| 7D | -9.2% | -4.0% | -5.1% | -7.9% |
| 30D | -35.1% | +6.8% | -41.9% | -36.1% |
| 3M | -20.5% | -2.8% | -17.6% | -19.8% |
| 6M | -1.7% | +20.9% | -22.6% | -5.7% |
| YTD | +92.8% | +40.2% | +52.5% | +77.2% |
| 1Y | +104.5% | +34.1% | +70.4% | +89.9% |
| 3Y | +129.8% | +164.1% | -34.3% | +62.6% |
| All | +129.8% | +161.0% | -31.1% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling