+1,157.2%
URI vs UL
+65.6%
+1,091.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | +2.5% | -1.3% | +3.8% | +3.0% |
| 30D | -12.5% | +0.9% | -13.5% | -12.9% |
| 3M | -6.2% | +14.2% | -20.4% | -11.6% |
| 6M | +25.9% | -3.2% | +29.1% | +26.5% |
| YTD | +26.2% | -0.3% | +26.5% | +25.0% |
| 1Y | +5.5% | -8.8% | +14.3% | +8.0% |
| 3Y | +125.0% | +23.9% | +101.1% | +96.5% |
| 5Y | +210.4% | +21.4% | +189.1% | +169.1% |
| 10Y | +1,157.2% | +66.7% | +1,090.5% | +1,096.5% |
| All | +1,157.2% | +65.6% | +1,091.6% | +1,096.5% |
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