+1,340.7%
URI vs P
+713.7%
+627.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.1% |
| 7D | -9.8% | -23.8% | +14.0% | -2.6% |
| 30D | +1.7% | -36.6% | +38.4% | +15.4% |
| 3M | -9.1% | +10.9% | -19.9% | -14.5% |
| 6M | +9.9% | +30.0% | -20.1% | -4.2% |
| YTD | +31.2% | +44.4% | -13.2% | +8.7% |
| 1Y | +25.9% | +3.9% | +22.0% | +13.3% |
| 3Y | +147.4% | +176.6% | -29.2% | +41.2% |
| 5Y | +179.7% | +249.3% | -69.5% | +39.5% |
| All | +1,340.7% | +713.7% | +627.0% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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