+243.7%
URI vs S
-52.7%
+296.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -9.8% | -13.4% | +3.7% | -7.8% |
| 30D | +1.7% | -14.0% | +15.7% | +3.9% |
| 3M | -9.1% | +4.9% | -13.9% | -10.5% |
| 6M | +9.9% | +42.0% | -32.2% | +2.1% |
| YTD | +31.2% | +45.1% | -13.9% | +20.4% |
| 1Y | +25.9% | +33.1% | -7.1% | +17.1% |
| 3Y | +147.4% | +40.6% | +106.7% | +124.2% |
| 5Y | +179.7% | -67.5% | +247.2% | +177.7% |
| All | +243.7% | -52.7% | +296.4% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling