+155.3%
URI vs RGEN
+18.5%
+136.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.3% |
| 7D | +2.6% | -3.1% | +5.7% | +3.4% |
| 30D | +9.1% | +0.1% | +9.0% | +9.0% |
| 3M | +1.0% | +4.8% | -3.8% | -0.8% |
| 6M | +23.3% | +48.9% | -25.6% | +10.0% |
| YTD | +43.3% | +5.3% | +38.0% | +40.1% |
| 1Y | +35.9% | +12.5% | +23.4% | +30.3% |
| All | +155.3% | +18.5% | +136.8% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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