+1,071.0%
URI vs TRU
+238.0%
+833.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +4.7% |
| 7D | -2.0% | -6.8% | +4.8% | +1.5% |
| 30D | -12.9% | 0.0% | -13.0% | -13.4% |
| 3M | -6.7% | +13.3% | -20.0% | -14.6% |
| 6M | +19.0% | +3.4% | +15.6% | +13.0% |
| YTD | +25.5% | -6.4% | +31.9% | +24.1% |
| 1Y | +5.5% | -9.7% | +15.2% | +4.9% |
| 3Y | +111.3% | +0.1% | +111.2% | +86.9% |
| 5Y | +198.6% | -34.0% | +232.6% | +235.7% |
| 10Y | +1,179.9% | +147.9% | +1,032.0% | +635.5% |
| All | +1,071.0% | +238.0% | +833.0% | +514.7% |
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