+7,210.0%
URI vs RVTY
+2,054.8%
+5,155.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -0.1% |
| 7D | -9.8% | -1.2% | -8.6% | -9.4% |
| 30D | +1.7% | +1.0% | +0.7% | +1.1% |
| 3M | -9.1% | +35.8% | -44.9% | -21.5% |
| 6M | +9.9% | +56.7% | -46.8% | -11.5% |
| YTD | +31.2% | +60.7% | -29.5% | +3.0% |
| 1Y | +25.9% | +73.7% | -47.8% | -4.8% |
| 3Y | +147.4% | +82.8% | +64.6% | +78.1% |
| 5Y | +179.7% | -7.0% | +186.8% | +164.1% |
| 10Y | +1,419.5% | +212.3% | +1,207.2% | +736.3% |
| All | +7,210.0% | +2,054.8% | +5,155.2% | +1,760.0% |
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