+23.1%
URI vs FRMI
-64.3%
+87.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +17.5% | -13.4% | +2.7% |
| 7D | +2.4% | -0.5% | +3.0% | +2.1% |
| 30D | +8.9% | -44.3% | +53.2% | +11.5% |
| 3M | +0.8% | -74.6% | +75.4% | +6.6% |
| 6M | +23.1% | -66.3% | +89.4% | +29.9% |
| All | +23.1% | -64.3% | +87.5% | +29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling