+164.1%
URI vs BG
+5.5%
+158.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.1% | +4.8% | +6.6% |
| 7D | -4.0% | +7.4% | -11.4% | -5.0% |
| 30D | +6.8% | -1.5% | +8.3% | +7.0% |
| 3M | -2.8% | -6.1% | +3.2% | -2.4% |
| 6M | +20.9% | -18.0% | +38.9% | +24.3% |
| YTD | +40.2% | +15.6% | +24.6% | +32.6% |
| 1Y | +34.1% | +9.6% | +24.5% | +28.3% |
| 3Y | +164.1% | +6.3% | +157.9% | +156.8% |
| All | +164.1% | +5.5% | +158.6% | +156.8% |
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 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