+199.7%
URI vs BOXX
+18.4%
+181.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -12.5% | +0.3% | -12.9% | -13.1% |
| 3M | -6.2% | +1.0% | -7.2% | -8.2% |
| 6M | +25.9% | +1.9% | +23.9% | +20.4% |
| YTD | +26.2% | +2.6% | +23.6% | +19.1% |
| 1Y | +5.5% | +4.0% | +1.5% | -1.8% |
| 3Y | +125.0% | +14.6% | +110.4% | +167.8% |
| All | +199.7% | +18.4% | +181.3% | +590.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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