+120.5%
URI vs PL
+454.1%
-333.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -2.0% | -9.3% | +7.3% | -0.9% |
| 30D | -12.9% | -18.9% | +6.0% | -10.9% |
| 3M | -6.7% | -58.4% | +51.6% | +2.2% |
| 6M | +19.0% | -30.3% | +49.3% | +19.4% |
| YTD | +25.5% | -8.1% | +33.6% | +20.0% |
| 1Y | +5.5% | +180.5% | -175.0% | -17.6% |
| All | +120.5% | +454.1% | -333.6% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling