+6,893.4%
URI vs OMC
+718.4%
+6,175.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +3.2% |
| 7D | -2.0% | -6.4% | +4.4% | +2.2% |
| 30D | -12.9% | +1.1% | -14.1% | -14.0% |
| 3M | -6.7% | +10.4% | -17.1% | -14.4% |
| 6M | +19.0% | -1.7% | +20.7% | +17.2% |
| YTD | +25.5% | +4.4% | +21.1% | +15.7% |
| 1Y | +5.5% | +8.4% | -2.9% | -6.2% |
| 3Y | +111.3% | +14.4% | +96.9% | +78.6% |
| 5Y | +198.6% | +33.9% | +164.7% | +122.1% |
| 10Y | +1,179.9% | +34.9% | +1,145.1% | +825.7% |
| All | +6,893.4% | +718.4% | +6,175.1% | +1,695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling