+6,893.4%
URI vs RVTY
+1,708.2%
+5,185.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.0% | +1.1% | -3.1% | -2.5% |
| 30D | -12.9% | +13.2% | -26.2% | -17.9% |
| 3M | -6.7% | +27.2% | -34.0% | -16.8% |
| 6M | +19.0% | +32.4% | -13.4% | +2.9% |
| YTD | +25.5% | +34.9% | -9.3% | +7.4% |
| 1Y | +5.5% | +52.4% | -46.8% | -15.1% |
| 3Y | +111.3% | +12.3% | +99.0% | +88.8% |
| 5Y | +198.6% | -30.8% | +229.4% | +224.1% |
| 10Y | +1,179.9% | +150.7% | +1,029.2% | +682.4% |
| All | +6,893.4% | +1,708.2% | +5,185.2% | +1,839.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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