+267.4%
URI vs S
-48.9%
+316.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.0% | -1.2% | +5.6% |
| 7D | -4.0% | +1.6% | -5.6% | -4.2% |
| 30D | +6.8% | -10.5% | +17.3% | +8.4% |
| 3M | -2.8% | +9.9% | -12.7% | -5.0% |
| 6M | +20.9% | +41.8% | -20.9% | +12.5% |
| YTD | +40.2% | +56.8% | -16.6% | +27.2% |
| 1Y | +34.1% | +39.0% | -4.9% | +23.9% |
| 3Y | +164.1% | +53.8% | +110.3% | +136.2% |
| 5Y | +199.3% | -68.6% | +267.9% | +194.0% |
| All | +267.4% | -48.9% | +316.2% | +274.8% |
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