+179.2%
URI vs RVMD
+469.5%
-290.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.2% | -7.1% | 0.0% |
| 7D | -9.8% | +0.5% | -10.3% | -9.9% |
| 30D | +1.7% | -4.3% | +6.0% | +2.1% |
| 3M | -9.1% | -2.8% | -6.3% | -9.0% |
| 6M | +9.9% | +27.3% | -17.4% | +5.6% |
| YTD | +31.2% | +141.4% | -110.2% | +11.8% |
| 1Y | +25.9% | +213.3% | -187.3% | +2.6% |
| 3Y | +147.4% | +792.7% | -645.3% | +65.9% |
| All | +179.2% | +469.5% | -290.4% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling