+120.5%
URI vs P
+158.6%
-38.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -2.0% | +6.5% | -8.5% | -3.2% |
| 30D | -12.9% | +18.8% | -31.8% | -16.4% |
| 3M | -6.7% | +26.7% | -33.5% | -12.0% |
| 6M | +19.0% | +62.2% | -43.2% | +5.2% |
| YTD | +25.5% | +48.5% | -23.0% | +12.1% |
| 1Y | +5.5% | +26.4% | -20.9% | -4.9% |
| All | +120.5% | +158.6% | -38.1% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling