+7,210.0%
URI vs UL
+689.0%
+6,520.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +2.3% |
| 7D | -9.8% | +1.1% | -10.9% | -10.4% |
| 30D | +1.7% | +8.2% | -6.5% | -2.2% |
| 3M | -9.1% | +4.5% | -13.6% | -11.3% |
| 6M | +9.9% | +12.6% | -2.7% | +2.5% |
| YTD | +31.2% | +3.5% | +27.7% | +26.6% |
| 1Y | +25.9% | -0.4% | +26.4% | +23.5% |
| 3Y | +147.4% | +36.0% | +111.4% | +104.2% |
| 5Y | +179.7% | +30.9% | +148.8% | +131.5% |
| 10Y | +1,419.5% | +97.5% | +1,322.0% | +901.0% |
| All | +7,210.0% | +689.0% | +6,520.9% | +2,873.3% |
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