+253.0%
UMC vs URI
+126.5%
+126.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.5% | +4.9% |
| 7D | +6.6% | +2.5% | +4.1% | +5.9% |
| 30D | +16.6% | -12.5% | +29.1% | +20.6% |
| 3M | +11.0% | -6.2% | +17.2% | +13.0% |
| 6M | +131.3% | +25.9% | +105.4% | +118.8% |
| YTD | +182.5% | +26.2% | +156.3% | +165.7% |
| 1Y | +222.3% | +5.5% | +216.8% | +216.9% |
| 3Y | +253.0% | +125.0% | +128.1% | +161.2% |
| All | +253.0% | +126.5% | +126.6% | +161.2% |
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 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