+120.5%
URI vs ARWR
+211.2%
-90.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.0% | +1.7% | -3.7% | -2.3% |
| 30D | -12.9% | -0.7% | -12.3% | -12.9% |
| 3M | -6.7% | +14.9% | -21.6% | -9.3% |
| 6M | +19.0% | +32.6% | -13.6% | +12.6% |
| YTD | +25.5% | +30.0% | -4.5% | +18.5% |
| 1Y | +5.5% | +208.4% | -202.8% | -15.9% |
| All | +120.5% | +211.2% | -90.7% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling