+567.6%
URI vs RVMD
+636.2%
-68.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +5.0% | -0.7% | +5.7% | +5.1% |
| 30D | -9.4% | +0.3% | -9.7% | -9.5% |
| 3M | -5.8% | +38.9% | -44.7% | -10.9% |
| 6M | +25.8% | +108.1% | -82.3% | +9.2% |
| YTD | +27.9% | +160.7% | -132.9% | +5.3% |
| 1Y | +9.7% | +407.3% | -397.6% | -20.7% |
| 3Y | +128.0% | +546.6% | -418.6% | +50.4% |
| 5Y | +212.4% | +579.8% | -367.4% | +89.6% |
| All | +567.6% | +636.2% | -68.6% | +236.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling