+204.5%
URI vs A
+11.8%
+192.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.6% |
| 7D | +6.7% | -0.5% | +7.2% | +7.0% |
| 30D | +8.9% | 0.0% | +8.9% | +8.9% |
| 3M | +0.5% | +16.7% | -16.2% | -7.6% |
| 6M | +20.7% | +54.8% | -34.2% | -5.5% |
| YTD | +40.0% | +28.8% | +11.2% | +20.6% |
| 1Y | +34.4% | +19.3% | +15.1% | +21.1% |
| 3Y | +149.5% | +65.5% | +83.9% | +77.6% |
| All | +204.5% | +11.8% | +192.7% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling