+122.1%
URI vs TRU
+0.4%
+121.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +3.6% |
| 7D | -2.0% | -6.8% | +4.8% | +0.3% |
| 30D | -12.9% | 0.0% | -13.0% | -13.2% |
| 3M | -6.7% | +13.3% | -20.0% | -12.1% |
| 6M | +19.0% | +3.4% | +15.6% | +15.4% |
| YTD | +25.5% | -6.4% | +31.9% | +25.7% |
| 1Y | +5.5% | -9.7% | +15.2% | +6.4% |
| All | +122.1% | +0.4% | +121.7% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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