+35.7%
URI vs Z
-59.6%
+95.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.0% |
| 7D | +2.4% | -13.1% | +15.5% | +3.3% |
| 30D | +8.9% | +5.9% | +3.0% | +8.9% |
| 3M | +0.8% | -13.7% | +14.5% | +1.3% |
| 6M | +23.1% | -27.1% | +50.3% | +27.3% |
| YTD | +43.1% | -56.8% | +99.9% | +58.7% |
| 1Y | +35.7% | -60.2% | +95.9% | +54.4% |
| All | +35.7% | -59.6% | +95.3% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling