+212.4%
URI vs MKTX
-61.3%
+273.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +5.0% | +0.3% | +4.7% | +5.0% |
| 30D | -9.4% | +1.0% | -10.4% | -9.5% |
| 3M | -5.8% | +40.8% | -46.6% | -11.3% |
| 6M | +25.8% | -10.9% | +36.7% | +28.6% |
| YTD | +27.9% | -8.6% | +36.5% | +29.9% |
| 1Y | +9.7% | -11.6% | +21.3% | +12.0% |
| 3Y | +128.0% | -24.5% | +152.5% | +133.5% |
| 5Y | +212.4% | -60.7% | +273.1% | +266.0% |
| All | +212.4% | -61.3% | +273.7% | +266.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling