+504.3%
URI vs NTR
+100.5%
+403.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.4% |
| 7D | -2.0% | +8.1% | -10.1% | -6.2% |
| 30D | -12.9% | +18.8% | -31.7% | -21.0% |
| 3M | -6.7% | +16.2% | -23.0% | -15.0% |
| 6M | +19.0% | +9.8% | +9.2% | +9.7% |
| YTD | +25.5% | +30.9% | -5.3% | +3.4% |
| 1Y | +5.5% | +41.8% | -36.2% | -18.1% |
| 3Y | +111.3% | +35.8% | +75.5% | +62.5% |
| 5Y | +198.6% | +51.0% | +147.5% | +76.3% |
| All | +504.3% | +100.5% | +403.8% | +154.7% |
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