+271.6%
URI vs S
-51.5%
+323.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | 0.0% |
| 7D | +9.3% | +4.1% | +5.3% | +8.7% |
| 30D | +7.6% | -7.2% | +14.8% | +8.7% |
| 3M | +1.0% | 0.0% | +1.1% | +0.3% |
| 6M | +19.8% | +41.6% | -21.8% | +11.5% |
| YTD | +41.9% | +48.6% | -6.7% | +29.7% |
| 1Y | +33.4% | +30.0% | +3.3% | +24.6% |
| 3Y | +156.0% | +42.2% | +113.9% | +131.7% |
| 5Y | +209.5% | -70.8% | +280.3% | +206.7% |
| All | +271.6% | -51.5% | +323.1% | +282.2% |
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