+210.4%
URI vs RSG
+91.5%
+118.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.5% | -0.7% | +3.3% | +2.8% |
| 30D | -12.5% | +3.3% | -15.8% | -13.8% |
| 3M | -6.2% | +8.5% | -14.7% | -10.0% |
| 6M | +25.9% | -3.5% | +29.4% | +27.1% |
| YTD | +26.2% | +5.5% | +20.7% | +22.3% |
| 1Y | +5.5% | -1.7% | +7.2% | +5.4% |
| 3Y | +125.0% | +56.9% | +68.1% | +70.5% |
| 5Y | +210.4% | +89.4% | +121.0% | +109.4% |
| All | +210.4% | +91.5% | +118.9% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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