+127.5%
URI vs MKTX
-25.1%
+152.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | -12.5% | +1.0% | -13.5% | -12.6% |
| 3M | -6.2% | +41.3% | -47.5% | -7.4% |
| 6M | +25.9% | -11.3% | +37.2% | +27.7% |
| YTD | +26.2% | -8.6% | +34.8% | +27.8% |
| 1Y | +5.5% | -11.1% | +16.5% | +7.0% |
| All | +127.5% | -25.1% | +152.6% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling