+1,549.6%
URI vs P
+449.6%
+1,099.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -16.4% | +9.3% | -2.4% |
| 7D | -12.9% | -31.9% | +19.0% | -3.2% |
| 30D | -3.4% | -36.5% | +33.1% | +8.9% |
| 3M | -10.0% | +11.6% | -21.6% | -15.3% |
| 6M | +12.2% | +25.2% | -13.0% | -0.4% |
| YTD | +29.8% | +39.4% | -9.7% | +9.6% |
| 1Y | +24.6% | -3.7% | +28.3% | +15.4% |
| 3Y | +137.6% | +167.3% | -29.7% | +42.4% |
| 5Y | +176.6% | +237.3% | -60.7% | +47.0% |
| 10Y | +1,402.6% | +698.6% | +703.9% | +483.9% |
| All | +1,549.6% | +449.6% | +1,099.9% | +545.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling