+7,083.6%
URI vs MKTX
+1,471.9%
+5,611.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +9.1% | +0.9% | +8.1% | +8.8% |
| 3M | +1.0% | +2.7% | -1.7% | +0.3% |
| 6M | +23.3% | +15.6% | +7.8% | +16.8% |
| YTD | +43.3% | -7.0% | +50.3% | +43.2% |
| 1Y | +35.9% | -1.2% | +37.2% | +33.4% |
| 3Y | +158.6% | -22.2% | +180.9% | +162.5% |
| 5Y | +213.1% | -53.7% | +266.9% | +257.9% |
| 10Y | +1,213.1% | +13.0% | +1,200.0% | +961.4% |
| All | +7,083.6% | +1,471.9% | +5,611.7% | +2,175.2% |
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