+1,179.9%
URI vs M
-2.2%
+1,182.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.8% |
| 7D | -2.0% | +4.7% | -6.7% | -3.4% |
| 30D | -12.9% | -9.6% | -3.3% | -10.3% |
| 3M | -6.7% | +0.9% | -7.6% | -7.6% |
| 6M | +19.0% | +22.3% | -3.3% | +10.6% |
| YTD | +25.5% | +6.5% | +19.0% | +21.4% |
| 1Y | +5.5% | +38.8% | -33.2% | -6.5% |
| 3Y | +111.3% | +115.9% | -4.6% | +52.0% |
| 5Y | +198.6% | +28.6% | +169.9% | +136.3% |
| All | +1,179.9% | -2.2% | +1,182.1% | +706.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling