+32.9%
URI vs AUR
-17.4%
+50.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | +0.1% | -4.0% |
| 7D | -4.3% | -19.8% | +15.5% | -2.9% |
| 30D | +4.6% | -29.0% | +33.7% | +7.0% |
| 3M | -2.1% | -43.6% | +41.4% | +1.4% |
| 6M | +21.9% | -36.6% | +58.6% | +24.1% |
| YTD | +39.7% | +6.3% | +33.4% | +28.2% |
| 1Y | +32.9% | -9.0% | +41.9% | +25.1% |
| All | +32.9% | -17.4% | +50.3% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling