+120.5%
URI vs RGEN
-3.7%
+124.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -2.0% | -4.9% | +2.9% | -0.8% |
| 30D | -12.9% | +5.7% | -18.6% | -14.1% |
| 3M | -6.7% | +32.4% | -39.2% | -13.3% |
| 6M | +19.0% | +33.2% | -14.2% | +9.3% |
| YTD | +25.5% | +2.3% | +23.3% | +24.2% |
| 1Y | +5.5% | +39.0% | -33.5% | -4.8% |
| All | +120.5% | -3.7% | +124.3% | +119.9% |
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