+1,637.1%
URI vs RACE
+688.6%
+948.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.6% | -6.6% |
| 7D | -4.3% | +9.9% | -14.2% | -9.2% |
| 30D | +4.6% | +12.8% | -8.2% | -2.1% |
| 3M | -2.1% | +7.4% | -9.5% | -6.2% |
| 6M | +21.9% | +27.6% | -5.7% | +4.9% |
| YTD | +39.7% | +18.4% | +21.3% | +23.9% |
| 1Y | +32.9% | +9.5% | +23.3% | +22.9% |
| 3Y | +155.8% | +33.9% | +121.9% | +96.1% |
| 5Y | +202.4% | +74.9% | +127.6% | +92.8% |
| 10Y | +1,517.7% | +814.9% | +702.9% | +303.9% |
| All | +1,637.1% | +688.6% | +948.5% | +297.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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