+1,179.9%
URI vs CAPR
-75.6%
+1,255.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -2.0% | -2.0% | 0.0% | -1.9% |
| 30D | -12.9% | +139.2% | -152.1% | -15.3% |
| 3M | -6.7% | -66.4% | +59.6% | -5.8% |
| 6M | +19.0% | -63.1% | +82.1% | +19.7% |
| YTD | +25.5% | -67.4% | +93.0% | +26.5% |
| 1Y | +5.5% | +58.2% | -52.7% | -4.6% |
| 3Y | +111.3% | +42.2% | +69.1% | +81.6% |
| 5Y | +198.6% | +87.3% | +111.3% | +148.2% |
| All | +1,179.9% | -75.6% | +1,255.6% | +913.5% |
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