+1,186.3%
URI vs MKTX
+5.0%
+1,181.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -12.4% | +0.7% | -13.1% | -12.5% |
| 3M | -7.3% | +40.8% | -48.1% | -13.5% |
| 6M | +27.2% | -8.0% | +35.2% | +28.5% |
| YTD | +23.0% | -8.7% | +31.7% | +24.2% |
| 1Y | +3.9% | -11.8% | +15.8% | +5.5% |
| 3Y | +121.6% | -24.0% | +145.7% | +126.1% |
| 5Y | +201.1% | -60.3% | +261.4% | +245.0% |
| All | +1,186.3% | +5.0% | +1,181.2% | +778.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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