+1,560.9%
URI vs Z
+9.5%
+1,551.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -10.6% | +3.5% | -4.3% |
| 7D | -12.9% | -2.3% | -10.7% | -12.6% |
| 30D | -3.4% | +9.4% | -12.8% | -6.3% |
| 3M | -10.0% | -16.1% | +6.1% | -7.0% |
| 6M | +12.2% | -30.4% | +42.6% | +20.9% |
| YTD | +29.8% | -55.6% | +85.4% | +56.1% |
| 1Y | +24.6% | -58.5% | +83.1% | +52.6% |
| 3Y | +137.6% | -19.6% | +157.2% | +132.0% |
| 5Y | +176.6% | -54.1% | +230.8% | +197.4% |
| 10Y | +1,402.6% | -12.1% | +1,414.6% | +980.7% |
| All | +1,560.9% | +9.5% | +1,551.4% | +1,010.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling