+227.9%
URI vs BTDR
+23.3%
+204.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | +5.0% | +14.8% | -9.8% | +4.0% |
| 30D | -9.4% | +41.8% | -51.2% | -11.7% |
| 3M | -5.8% | -29.2% | +23.4% | -4.5% |
| 6M | +25.8% | +66.2% | -40.3% | +19.5% |
| YTD | +27.9% | +10.0% | +17.9% | +24.2% |
| 1Y | +9.7% | -11.0% | +20.7% | +6.5% |
| 3Y | +128.0% | +6.9% | +121.0% | +104.9% |
| 5Y | +212.4% | +24.7% | +187.7% | +166.9% |
| All | +227.9% | +23.3% | +204.6% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling