+1,208.2%
URI vs TRU
+251.7%
+956.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.5% | +5.7% |
| 7D | -4.0% | +4.9% | -8.9% | -6.5% |
| 30D | +6.8% | +26.9% | -20.1% | -6.5% |
| 3M | -2.8% | +4.0% | -6.8% | -6.4% |
| 6M | +20.9% | +15.8% | +5.1% | +7.5% |
| YTD | +40.2% | -2.6% | +42.8% | +34.2% |
| 1Y | +34.1% | +3.9% | +30.2% | +23.5% |
| 3Y | +164.1% | +59.2% | +104.9% | +80.0% |
| 5Y | +199.3% | -25.7% | +225.0% | +209.4% |
| 10Y | +1,218.8% | +179.3% | +1,039.5% | +607.3% |
| All | +1,208.2% | +251.7% | +956.6% | +564.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling