+61.8%
UMC vs URI
+179.7%
-117.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | -17.0% | -9.8% | -7.2% | -13.6% |
| 30D | -40.6% | +1.7% | -42.3% | -40.8% |
| 3M | -27.9% | -9.1% | -18.8% | -25.4% |
| 6M | -7.5% | +9.9% | -17.3% | -10.0% |
| YTD | +79.3% | +31.2% | +48.1% | +61.2% |
| 1Y | +92.8% | +25.9% | +66.9% | +75.7% |
| 3Y | +108.2% | +147.4% | -39.2% | +34.3% |
| All | +61.8% | +179.7% | -117.9% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling