+195.1%
URI vs AUR
-35.7%
+230.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -12.4% | -6.4% | -6.0% | -11.8% |
| 3M | -7.3% | +7.7% | -15.0% | -8.8% |
| 6M | +27.2% | +44.5% | -17.3% | +18.1% |
| YTD | +23.0% | +67.4% | -44.5% | +11.3% |
| 1Y | +3.9% | +15.4% | -11.5% | -1.2% |
| 3Y | +121.6% | +94.8% | +26.8% | +75.3% |
| 5Y | +201.1% | -35.1% | +236.2% | +128.8% |
| All | +195.1% | -35.7% | +230.8% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling