+148.8%
UMC vs URI
+5,414.9%
-5,266.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | -8.3% | -6.0% | -2.3% | -6.2% |
| 30D | -34.5% | +4.6% | -39.1% | -35.2% |
| 3M | -20.0% | -2.7% | -17.3% | -19.2% |
| 6M | -0.7% | +18.4% | -19.1% | -5.6% |
| YTD | +94.7% | +37.4% | +57.4% | +73.6% |
| 1Y | +106.0% | +30.4% | +75.6% | +86.4% |
| 3Y | +124.3% | +147.9% | -23.6% | +60.8% |
| 5Y | +78.0% | +202.1% | -124.1% | +17.5% |
| 10Y | +1,225.9% | +1,182.4% | +43.5% | +400.0% |
| All | +148.8% | +5,414.9% | -5,266.1% | -72.2% |
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 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