+203.4%
URI vs AR
+143.7%
+59.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -2.0% | +2.5% | -4.5% | -2.6% |
| 30D | -12.9% | +14.8% | -27.7% | -15.8% |
| 3M | -6.7% | +6.2% | -13.0% | -8.5% |
| 6M | +19.0% | +4.3% | +14.7% | +16.5% |
| YTD | +25.5% | +14.4% | +11.2% | +19.4% |
| 1Y | +5.5% | +21.3% | -15.8% | -1.9% |
| 3Y | +111.3% | +39.8% | +71.5% | +83.6% |
| All | +203.4% | +143.7% | +59.7% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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