+6,613.7%
URI vs A
+457.0%
+6,156.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.0% | -1.9% | 0.0% | -1.1% |
| 30D | -12.9% | +6.9% | -19.9% | -15.6% |
| 3M | -6.7% | +9.2% | -16.0% | -10.4% |
| 6M | +19.0% | +25.7% | -6.7% | +6.1% |
| YTD | +25.5% | +11.5% | +14.0% | +17.8% |
| 1Y | +5.5% | +18.4% | -12.8% | -3.8% |
| 3Y | +111.3% | +26.6% | +84.7% | +85.0% |
| 5Y | +198.6% | -12.8% | +211.4% | +203.9% |
| 10Y | +1,179.9% | +247.2% | +932.7% | +649.1% |
| All | +6,613.7% | +457.0% | +6,156.7% | +2,786.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling