+561.2%
URI vs NTR
+83.5%
+477.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -6.0% | +4.1% | -10.1% | -8.1% |
| 30D | +4.6% | +7.0% | -2.4% | +0.6% |
| 3M | -2.7% | +9.7% | -12.4% | -8.3% |
| 6M | +18.4% | +7.4% | +11.0% | +11.7% |
| YTD | +37.4% | +19.8% | +17.6% | +17.9% |
| 1Y | +30.4% | +25.4% | +5.0% | +8.6% |
| 3Y | +147.9% | +48.6% | +99.3% | +77.4% |
| 5Y | +202.1% | +24.0% | +178.0% | +105.6% |
| All | +561.2% | +83.5% | +477.7% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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