+3,654.5%
URI vs BR
+1,321.0%
+2,333.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +4.0% |
| 7D | -2.0% | -5.3% | +3.3% | +1.8% |
| 30D | -12.9% | +6.4% | -19.4% | -17.3% |
| 3M | -6.7% | +13.6% | -20.4% | -16.5% |
| 6M | +19.0% | -6.7% | +25.7% | +20.7% |
| YTD | +25.5% | -21.1% | +46.6% | +43.4% |
| 1Y | +5.5% | -29.6% | +35.1% | +30.9% |
| 3Y | +111.3% | -2.4% | +113.7% | +102.6% |
| 5Y | +198.6% | +11.2% | +187.3% | +154.0% |
| 10Y | +1,179.9% | +191.8% | +988.1% | +408.3% |
| All | +3,654.5% | +1,321.0% | +2,333.5% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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