+6,192.8%
URI vs MKTX
+1,446.2%
+4,746.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -12.9% | +1.1% | -14.0% | -13.2% |
| 3M | -6.7% | +36.1% | -42.8% | -15.4% |
| 6M | +19.0% | -12.9% | +31.9% | +21.4% |
| YTD | +25.5% | -8.5% | +34.1% | +26.0% |
| 1Y | +5.5% | -7.5% | +13.1% | +5.3% |
| 3Y | +111.3% | -28.3% | +139.6% | +118.5% |
| 5Y | +198.6% | -63.3% | +261.9% | +264.0% |
| 10Y | +1,179.9% | +4.5% | +1,175.4% | +958.7% |
| All | +6,192.8% | +1,446.2% | +4,746.6% | +1,901.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling