+1,186.2%
URI vs BBY
+242.2%
+944.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -3.9% | -3.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | -13.4% | +5.8% | -19.1% | -16.1% |
| 3M | -6.2% | +18.0% | -24.2% | -14.5% |
| 6M | +28.0% | +39.8% | -11.9% | +5.2% |
| YTD | +23.0% | +35.4% | -12.4% | +2.5% |
| 1Y | +5.5% | +21.4% | -15.9% | -7.7% |
| 3Y | +119.2% | +39.5% | +79.7% | +68.4% |
| 5Y | +201.0% | -0.5% | +201.5% | +165.1% |
| All | +1,186.2% | +242.2% | +944.0% | +624.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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