+120.5%
URI vs UL
+25.2%
+95.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.0% | -1.3% | -0.6% | -2.0% |
| 30D | -12.9% | +0.5% | -13.4% | -12.9% |
| 3M | -6.7% | +17.6% | -24.3% | -7.8% |
| 6M | +19.0% | -5.4% | +24.4% | +19.6% |
| YTD | +25.5% | +0.7% | +24.8% | +26.0% |
| 1Y | +5.5% | -9.3% | +14.8% | +6.7% |
| All | +120.5% | +25.2% | +95.3% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling