+1,340.7%
URI vs CAPR
-68.5%
+1,409.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.5% | +1.0% |
| 7D | -9.8% | +41.1% | -50.9% | -10.6% |
| 30D | +1.7% | +11.1% | -9.4% | +1.4% |
| 3M | -9.1% | +115.3% | -124.4% | -11.4% |
| 6M | +9.9% | -73.8% | +83.7% | +11.4% |
| YTD | +31.2% | -68.8% | +100.0% | +32.1% |
| 1Y | +25.9% | +43.3% | -17.4% | +14.4% |
| 3Y | +147.4% | +214.7% | -67.3% | +106.4% |
| 5Y | +179.7% | +141.3% | +38.5% | +130.4% |
| All | +1,340.7% | -68.5% | +1,409.2% | +1,001.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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