+3,717.8%
URI vs CAPR
-99.1%
+3,816.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.6% | -3.5% | -7.0% |
| 7D | -12.9% | +29.7% | -42.6% | -13.5% |
| 30D | -3.4% | +11.0% | -14.4% | -3.7% |
| 3M | -10.0% | +118.8% | -128.9% | -12.1% |
| 6M | +12.2% | -73.9% | +86.1% | +13.6% |
| YTD | +29.8% | -70.2% | +100.0% | +30.6% |
| 1Y | +24.6% | +38.3% | -13.7% | +14.9% |
| 3Y | +137.6% | +199.7% | -62.1% | +107.7% |
| 5Y | +176.6% | +130.6% | +46.1% | +139.8% |
| 10Y | +1,402.6% | -68.5% | +1,471.1% | +1,116.9% |
| All | +3,717.8% | -99.1% | +3,816.9% | +2,887.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling