+1,340.7%
URI vs M
-4.2%
+1,344.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.5% |
| 7D | -9.8% | -4.3% | -5.5% | -8.8% |
| 30D | +1.7% | +1.3% | +0.5% | +1.1% |
| 3M | -9.1% | -7.4% | -1.7% | -7.5% |
| 6M | +9.9% | +18.3% | -8.5% | +2.8% |
| YTD | +31.2% | +7.6% | +23.6% | +25.9% |
| 1Y | +25.9% | +17.4% | +8.5% | +17.3% |
| 3Y | +147.4% | +108.4% | +39.0% | +79.5% |
| 5Y | +179.7% | -10.6% | +190.4% | +149.0% |
| All | +1,340.7% | -4.2% | +1,344.8% | +851.0% |
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