+32.9%
URI vs OMC
+24.5%
+8.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.2% | -9.6% | -4.5% |
| 7D | -4.3% | +12.5% | -16.9% | -4.8% |
| 30D | +4.6% | +16.3% | -11.7% | +3.9% |
| 3M | -2.1% | +8.1% | -10.2% | -2.5% |
| 6M | +21.9% | +17.2% | +4.8% | +21.0% |
| YTD | +39.7% | +11.8% | +27.9% | +38.7% |
| 1Y | +32.9% | +23.9% | +8.9% | +28.7% |
| All | +32.9% | +24.5% | +8.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling