+1,213.1%
URI vs CAPR
-59.1%
+1,272.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +26.5% | -22.3% | +3.5% |
| 7D | +2.6% | +25.8% | -23.2% | +1.9% |
| 30D | +9.1% | +50.2% | -41.1% | +7.8% |
| 3M | +1.0% | +185.5% | -184.5% | -2.4% |
| 6M | +23.3% | -64.8% | +88.2% | +24.1% |
| YTD | +43.3% | -61.1% | +104.4% | +43.3% |
| 1Y | +35.9% | +81.0% | -45.0% | +22.6% |
| 3Y | +158.6% | +300.7% | -142.1% | +113.9% |
| 5Y | +213.1% | +223.3% | -10.2% | +155.1% |
| 10Y | +1,213.1% | -58.8% | +1,271.8% | +882.8% |
| All | +1,213.1% | -59.1% | +1,272.1% | +882.8% |
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