+6,839.2%
URI vs A
+535.2%
+6,304.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.0% | -4.1% | -5.8% |
| 7D | -12.9% | -5.2% | -7.8% | -10.9% |
| 30D | -3.4% | +1.4% | -4.9% | -4.0% |
| 3M | -10.0% | +21.9% | -31.9% | -17.8% |
| 6M | +12.2% | +46.7% | -34.5% | -6.2% |
| YTD | +29.8% | +27.2% | +2.6% | +14.6% |
| 1Y | +24.6% | +17.9% | +6.7% | +13.8% |
| 3Y | +137.6% | +61.1% | +76.5% | +86.8% |
| 5Y | +176.6% | +13.8% | +162.8% | +150.6% |
| 10Y | +1,402.6% | +318.8% | +1,083.7% | +710.4% |
| All | +6,839.2% | +535.2% | +6,304.0% | +2,710.1% |
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