+122.1%
URI vs JAAA
+18.9%
+103.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.1% |
| 7D | -2.0% | +0.2% | -2.2% | -3.0% |
| 30D | -12.9% | +0.5% | -13.5% | -15.8% |
| 3M | -6.7% | +1.3% | -8.0% | -13.7% |
| 6M | +19.0% | +2.7% | +16.3% | +1.3% |
| YTD | +25.5% | +3.2% | +22.4% | +3.6% |
| 1Y | +5.5% | +4.9% | +0.6% | -21.7% |
| All | +122.1% | +18.9% | +103.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling