+120.5%
URI vs S
+16.9%
+103.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -2.0% | -7.7% | +5.7% | -0.5% |
| 30D | -12.9% | -5.3% | -7.6% | -12.5% |
| 3M | -6.7% | +20.3% | -27.0% | -11.2% |
| 6M | +19.0% | +47.4% | -28.4% | +6.0% |
| YTD | +25.5% | +32.5% | -7.0% | +14.7% |
| 1Y | +5.5% | +9.5% | -4.0% | +0.9% |
| All | +120.5% | +16.9% | +103.6% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling