+4,993.6%
URI vs BG
+940.3%
+4,053.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +2.6% | +3.4% | -0.8% | +1.1% |
| 30D | +9.1% | -3.8% | +12.9% | +10.6% |
| 3M | +1.0% | -9.6% | +10.6% | +4.5% |
| 6M | +23.3% | -19.5% | +42.9% | +33.2% |
| YTD | +43.3% | +14.6% | +28.7% | +30.7% |
| 1Y | +35.9% | +6.6% | +29.3% | +28.0% |
| 3Y | +158.6% | +4.7% | +154.0% | +136.7% |
| 5Y | +213.1% | +22.1% | +191.1% | +160.4% |
| 10Y | +1,213.1% | +109.2% | +1,103.9% | +715.0% |
| All | +4,993.6% | +940.3% | +4,053.3% | +2,101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling