+209.5%
URI vs RGEN
-37.9%
+247.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.1% |
| 7D | +9.3% | -1.2% | +10.5% | +9.7% |
| 30D | +7.6% | -5.1% | +12.7% | +9.0% |
| 3M | +1.0% | +0.5% | +0.6% | +0.2% |
| 6M | +19.8% | +46.6% | -26.7% | +6.4% |
| YTD | +41.9% | +1.6% | +40.2% | +38.4% |
| 1Y | +33.4% | +5.4% | +28.0% | +28.7% |
| 3Y | +156.0% | +12.8% | +143.2% | +131.0% |
| 5Y | +209.5% | -35.6% | +245.1% | +165.9% |
| All | +209.5% | -37.9% | +247.4% | +165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling