+212.4%
URI vs AUR
-34.3%
+246.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.0% | +11.1% | -6.1% | +3.4% |
| 30D | -9.4% | -6.9% | -2.5% | -8.7% |
| 3M | -5.8% | +5.5% | -11.3% | -7.1% |
| 6M | +25.8% | +41.0% | -15.2% | +17.2% |
| YTD | +27.9% | +69.3% | -41.4% | +15.6% |
| 1Y | +9.7% | +14.0% | -4.3% | +4.5% |
| 3Y | +128.0% | +90.1% | +37.9% | +80.9% |
| 5Y | +212.4% | -34.4% | +246.8% | +131.5% |
| All | +212.4% | -34.3% | +246.7% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling