+216.2%
URI vs COMP
-47.7%
+263.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.0% | +1.4% | -3.3% | -2.2% |
| 30D | -12.9% | -13.3% | +0.4% | -11.2% |
| 3M | -6.7% | +41.1% | -47.8% | -12.2% |
| 6M | +19.0% | +17.2% | +1.8% | +13.9% |
| YTD | +25.5% | +5.2% | +20.3% | +21.5% |
| 1Y | +5.5% | +18.9% | -13.4% | -0.5% |
| 3Y | +111.3% | +215.9% | -104.6% | +60.6% |
| 5Y | +198.6% | -31.2% | +229.7% | +158.5% |
| All | +216.2% | -47.7% | +263.9% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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