+5.5%
URI vs BG
+52.8%
-47.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.7% | -3.9% |
| 7D | -0.5% | +3.7% | -4.2% | -0.8% |
| 30D | -13.4% | +12.3% | -25.7% | -14.5% |
| 3M | -6.2% | -2.2% | -4.0% | -5.6% |
| 6M | +28.0% | +5.3% | +22.6% | +26.5% |
| YTD | +23.0% | +42.4% | -19.5% | +12.5% |
| 1Y | +5.5% | +55.2% | -49.7% | -5.8% |
| All | +5.5% | +52.8% | -47.3% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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