+1,264.7%
URI vs USFR
+27.5%
+1,237.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -12.9% | +0.3% | -13.2% | -13.1% |
| 3M | -6.7% | +1.0% | -7.7% | -7.3% |
| 6M | +19.0% | +1.9% | +17.1% | +17.6% |
| YTD | +25.5% | +2.6% | +22.9% | +23.5% |
| 1Y | +5.5% | +4.0% | +1.5% | +3.0% |
| 3Y | +111.3% | +14.1% | +97.2% | +94.2% |
| 5Y | +198.6% | +20.4% | +178.1% | +164.5% |
| 10Y | +1,179.9% | +28.0% | +1,151.9% | +997.0% |
| All | +1,264.7% | +27.5% | +1,237.1% | +1,067.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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