+179.2%
URI vs ARWR
-28.9%
+208.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | -9.8% | -2.9% | -6.9% | -9.3% |
| 30D | +1.7% | -5.4% | +7.1% | +2.7% |
| 3M | -9.1% | -32.2% | +23.2% | -2.9% |
| 6M | +9.9% | -26.5% | +36.4% | +14.6% |
| YTD | +31.2% | -12.4% | +43.6% | +31.3% |
| 1Y | +25.9% | +46.9% | -20.9% | +12.5% |
| 3Y | +147.4% | +116.0% | +31.4% | +86.2% |
| All | +179.2% | -28.9% | +208.1% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling