+123.8%
URI vs RVMD
+554.1%
-430.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | -12.9% | +6.4% | -19.4% | -13.6% |
| 3M | -6.7% | +34.9% | -41.6% | -9.6% |
| 6M | +19.0% | +107.6% | -88.6% | +9.1% |
| YTD | +25.5% | +163.7% | -138.1% | +10.9% |
| 1Y | +5.5% | +439.2% | -433.7% | -16.5% |
| All | +123.8% | +554.1% | -430.3% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling