+210.4%
URI vs BTDR
+28.1%
+182.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.4% |
| 7D | +2.5% | +22.4% | -19.9% | +1.1% |
| 30D | -12.5% | +16.5% | -29.0% | -13.8% |
| 3M | -6.2% | -31.5% | +25.3% | -4.7% |
| 6M | +25.9% | +74.0% | -48.2% | +19.2% |
| YTD | +26.2% | +13.0% | +13.2% | +22.3% |
| 1Y | +5.5% | -0.2% | +5.7% | +1.6% |
| 3Y | +125.0% | +9.9% | +115.1% | +101.8% |
| 5Y | +210.4% | +28.1% | +182.3% | +158.4% |
| All | +210.4% | +28.1% | +182.3% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling