+236.5%
URI vs BTDR
-39.9%
+276.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +13.3% | -12.1% | +0.2% |
| 7D | -9.8% | -10.4% | +0.6% | -9.2% |
| 30D | +1.7% | -42.2% | +43.9% | +5.4% |
| 3M | -9.1% | -42.8% | +33.8% | -6.2% |
| 6M | +9.9% | -60.2% | +70.0% | +15.1% |
| YTD | +31.2% | -46.3% | +77.6% | +33.4% |
| 1Y | +25.9% | -71.7% | +97.6% | +32.6% |
| 3Y | +147.4% | +54.6% | +92.8% | +132.6% |
| 5Y | +179.7% | -39.5% | +219.3% | +150.3% |
| All | +236.5% | -39.9% | +276.3% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling