+243.6%
UMC vs URI
+4,940.3%
-4,696.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.1% |
| 7D | +5.0% | -2.0% | +6.9% | +5.5% |
| 30D | +7.7% | -12.9% | +20.6% | +12.2% |
| 3M | +1.7% | -6.7% | +8.4% | +3.8% |
| 6M | +113.9% | +19.0% | +94.9% | +100.2% |
| YTD | +168.9% | +25.5% | +143.4% | +146.0% |
| 1Y | +207.2% | +5.5% | +201.7% | +195.1% |
| 3Y | +227.7% | +111.3% | +116.4% | +145.6% |
| 5Y | +118.0% | +198.6% | -80.5% | +43.8% |
| 10Y | +1,682.1% | +1,179.9% | +502.2% | +562.8% |
| All | +243.6% | +4,940.3% | -4,696.8% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling