+555.3%
URI vs RVMD
+644.5%
-89.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.0% | +1.0% | -3.0% | -2.2% |
| 30D | -12.9% | +6.4% | -19.4% | -13.9% |
| 3M | -6.7% | +34.9% | -41.6% | -11.4% |
| 6M | +19.0% | +107.6% | -88.6% | +3.3% |
| YTD | +25.5% | +163.7% | -138.1% | +3.2% |
| 1Y | +5.5% | +439.2% | -433.7% | -24.6% |
| 3Y | +111.3% | +499.2% | -387.9% | +41.6% |
| 5Y | +198.6% | +621.7% | -423.2% | +78.9% |
| All | +555.3% | +644.5% | -89.2% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling