+1,186.3%
URI vs NTRS
+259.9%
+926.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.8% |
| 7D | -2.1% | +1.4% | -3.4% | -3.2% |
| 30D | -12.4% | -0.7% | -11.8% | -12.1% |
| 3M | -7.3% | +11.3% | -18.6% | -15.5% |
| 6M | +27.2% | +35.5% | -8.3% | -2.0% |
| YTD | +23.0% | +40.6% | -17.6% | -8.6% |
| 1Y | +3.9% | +49.2% | -45.3% | -26.7% |
| 3Y | +121.6% | +167.2% | -45.6% | -5.6% |
| 5Y | +201.1% | +94.9% | +106.1% | +60.9% |
| All | +1,186.3% | +259.9% | +926.3% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling