+32.9%
URI vs RVMD
+244.4%
-211.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -4.4% |
| 7D | -4.3% | +5.8% | -10.1% | -4.5% |
| 30D | +4.6% | -3.8% | +8.5% | +4.7% |
| 3M | -2.1% | +3.2% | -5.3% | -2.3% |
| 6M | +21.9% | +35.0% | -13.1% | +21.0% |
| YTD | +39.7% | +150.7% | -111.0% | +37.7% |
| 1Y | +32.9% | +241.0% | -208.1% | +20.3% |
| All | +32.9% | +244.4% | -211.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling