+204.5%
URI vs ARWR
-34.9%
+239.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | +6.7% | -17.8% | +24.6% | +9.9% |
| 30D | +8.9% | -18.1% | +27.0% | +12.2% |
| 3M | +0.5% | -44.2% | +44.7% | +10.5% |
| 6M | +20.7% | -38.6% | +59.3% | +29.4% |
| YTD | +40.0% | -28.0% | +68.1% | +44.3% |
| 1Y | +34.4% | +16.1% | +18.3% | +24.6% |
| 3Y | +149.5% | +84.0% | +65.5% | +91.6% |
| All | +204.5% | -34.9% | +239.4% | +154.3% |
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