+6,893.4%
URI vs RGEN
+17,200.6%
-10,307.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -2.0% | -4.9% | +2.9% | -1.4% |
| 30D | -12.9% | +5.7% | -18.6% | -13.5% |
| 3M | -6.7% | +32.4% | -39.2% | -9.9% |
| 6M | +19.0% | +33.2% | -14.2% | +14.4% |
| YTD | +25.5% | +2.3% | +23.3% | +24.3% |
| 1Y | +5.5% | +39.0% | -33.5% | +0.8% |
| 3Y | +111.3% | -4.6% | +115.9% | +107.0% |
| 5Y | +198.6% | -42.7% | +241.2% | +202.6% |
| 10Y | +1,179.9% | +433.6% | +746.3% | +936.7% |
| All | +6,893.4% | +17,200.6% | -10,307.2% | +4,309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling