+32.9%
URI vs BAX
+46.0%
-13.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.3% | -5.1% |
| 7D | -4.3% | +4.1% | -8.4% | -5.3% |
| 30D | +4.6% | +9.4% | -4.8% | +2.4% |
| 3M | -2.1% | -6.5% | +4.4% | -0.8% |
| 6M | +21.9% | +59.6% | -37.7% | +6.7% |
| YTD | +39.7% | +38.9% | +0.8% | +20.7% |
| 1Y | +32.9% | +48.0% | -15.1% | +10.9% |
| All | +32.9% | +46.0% | -13.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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