+233.6%
URI vs PL
+16.0%
+217.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -10.1% | +3.0% | -5.8% |
| 7D | -12.9% | -20.5% | +7.6% | -10.2% |
| 30D | -3.4% | -38.8% | +35.4% | +2.9% |
| 3M | -10.0% | -49.1% | +39.1% | -2.1% |
| 6M | +12.2% | -69.4% | +81.6% | +28.2% |
| YTD | +29.8% | -42.3% | +72.1% | +31.7% |
| 1Y | +24.6% | -14.2% | +38.8% | +17.6% |
| 3Y | +137.6% | +398.7% | -261.1% | +48.5% |
| 5Y | +176.6% | +11.1% | +165.5% | +96.0% |
| All | +233.6% | +16.0% | +217.6% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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