+6,893.4%
URI vs UL
+667.5%
+6,225.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.0% | -1.3% | -0.6% | -1.4% |
| 30D | -12.9% | +0.5% | -13.4% | -13.2% |
| 3M | -6.7% | +17.6% | -24.3% | -14.3% |
| 6M | +19.0% | -5.4% | +24.4% | +20.6% |
| YTD | +25.5% | +0.7% | +24.8% | +23.2% |
| 1Y | +5.5% | -9.3% | +14.8% | +8.3% |
| 3Y | +111.3% | +24.5% | +86.8% | +82.6% |
| 5Y | +198.6% | +23.2% | +175.3% | +155.2% |
| 10Y | +1,179.9% | +64.5% | +1,115.4% | +826.0% |
| All | +6,893.4% | +667.5% | +6,225.9% | +2,792.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling