+179.2%
URI vs CAPR
+142.6%
+36.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.5% | +1.1% |
| 7D | -9.8% | +41.1% | -50.9% | -10.2% |
| 30D | +1.7% | +11.1% | -9.4% | +1.5% |
| 3M | -9.1% | +115.3% | -124.4% | -10.4% |
| 6M | +9.9% | -73.8% | +83.7% | +10.6% |
| YTD | +31.2% | -68.8% | +100.0% | +31.6% |
| 1Y | +25.9% | +43.3% | -17.4% | +19.5% |
| 3Y | +147.4% | +214.7% | -67.3% | +102.7% |
| All | +179.2% | +142.6% | +36.6% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling