+25.9%
URI vs S
+31.6%
-5.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.1% |
| 7D | -9.8% | -13.4% | +3.7% | -9.7% |
| 30D | +1.7% | -14.0% | +15.7% | +1.8% |
| 3M | -9.1% | +4.9% | -13.9% | -8.5% |
| 6M | +9.9% | +42.0% | -32.2% | +10.4% |
| YTD | +31.2% | +45.1% | -13.9% | +31.3% |
| 1Y | +25.9% | +33.1% | -7.1% | +27.5% |
| All | +25.9% | +31.6% | -5.7% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling