+144.6%
URI vs S
+32.3%
+112.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.8% | +1.7% | -5.6% |
| 7D | -12.9% | -16.7% | +3.8% | -10.2% |
| 30D | -3.4% | -17.0% | +13.6% | -0.5% |
| 3M | -10.0% | +2.0% | -12.0% | -11.2% |
| 6M | +12.2% | +35.1% | -22.9% | +3.5% |
| YTD | +29.8% | +42.8% | -13.0% | +16.9% |
| 1Y | +24.6% | +27.7% | -3.1% | +15.1% |
| All | +144.6% | +32.3% | +112.3% | +93.4% |
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