+1,182.4%
URI vs UL
+106.3%
+1,076.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -6.0% | +2.6% | -8.5% | -6.9% |
| 30D | +4.6% | +6.8% | -2.2% | +1.9% |
| 3M | -2.7% | +5.7% | -8.4% | -5.0% |
| 6M | +18.4% | +15.9% | +2.5% | +10.7% |
| YTD | +37.4% | +4.3% | +33.1% | +33.4% |
| 1Y | +30.4% | -0.4% | +30.8% | +28.9% |
| 3Y | +147.9% | +35.0% | +113.0% | +108.3% |
| 5Y | +202.1% | +31.6% | +170.5% | +152.3% |
| 10Y | +1,182.4% | +104.6% | +1,077.8% | +1,021.2% |
| All | +1,182.4% | +106.3% | +1,076.2% | +1,021.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling