+1,909.2%
URI vs AR
-30.9%
+1,940.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.3% | +1.9% | -3.0% |
| 7D | -4.3% | -11.1% | +6.8% | -1.8% |
| 30D | +4.6% | +7.9% | -3.3% | +2.7% |
| 3M | -2.1% | +4.9% | -7.0% | -3.7% |
| 6M | +21.9% | -5.3% | +27.2% | +22.1% |
| YTD | +39.7% | +8.6% | +31.1% | +34.3% |
| 1Y | +32.9% | +13.7% | +19.2% | +26.0% |
| 3Y | +155.8% | +22.8% | +133.0% | +131.8% |
| 5Y | +202.4% | +82.0% | +120.5% | +139.7% |
| 10Y | +1,517.7% | +51.8% | +1,465.9% | +1,173.6% |
| All | +1,909.2% | -30.9% | +1,940.1% | +1,899.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling