+1,213.1%
URI vs A
+308.8%
+904.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.5% |
| 7D | +2.6% | -0.1% | +2.7% | +2.8% |
| 30D | +9.1% | +3.3% | +5.8% | +6.9% |
| 3M | +1.0% | +18.5% | -17.6% | -9.9% |
| 6M | +23.3% | +59.3% | -36.0% | -10.3% |
| YTD | +43.3% | +31.0% | +12.3% | +17.2% |
| 1Y | +35.9% | +19.3% | +16.6% | +18.4% |
| 3Y | +158.6% | +66.8% | +91.8% | +70.5% |
| 5Y | +213.1% | +15.5% | +197.6% | +162.8% |
| 10Y | +1,213.1% | +312.3% | +900.7% | +419.7% |
| All | +1,213.1% | +308.8% | +904.2% | +419.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling