+122.1%
URI vs BG
+16.9%
+105.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -2.0% | +2.8% | -4.8% | -2.6% |
| 30D | -12.9% | +12.0% | -25.0% | -15.0% |
| 3M | -6.7% | -7.7% | +1.0% | -5.4% |
| 6M | +19.0% | +4.5% | +14.5% | +17.0% |
| YTD | +25.5% | +35.7% | -10.1% | +15.6% |
| 1Y | +5.5% | +50.1% | -44.5% | -5.6% |
| All | +122.1% | +16.9% | +105.2% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling