+130.2%
UMC vs URI
+205.2%
-75.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.0% |
| 7D | +5.0% | -2.0% | +6.9% | +5.6% |
| 30D | +7.7% | -12.9% | +20.6% | +12.6% |
| 3M | +1.7% | -6.7% | +8.4% | +4.1% |
| 6M | +113.9% | +19.0% | +94.9% | +100.2% |
| YTD | +168.9% | +25.5% | +143.4% | +145.1% |
| 1Y | +207.2% | +5.5% | +201.7% | +196.4% |
| 3Y | +227.7% | +111.3% | +116.4% | +126.8% |
| All | +130.2% | +205.2% | -75.0% | +20.6% |
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 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