+34.4%
URI vs FRMI
-87.9%
+122.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +26.7% | -28.0% | -3.0% |
| 7D | +6.7% | +66.2% | -59.5% | +2.8% |
| 30D | +8.9% | -17.4% | +26.3% | +8.8% |
| 3M | +0.5% | -60.5% | +61.0% | +4.1% |
| 6M | +20.7% | -56.5% | +77.2% | +23.3% |
| YTD | +40.0% | -67.4% | +107.4% | +42.6% |
| 1Y | +34.4% | -85.1% | +119.5% | +39.6% |
| All | +34.4% | -87.9% | +122.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling