-13.0%
USAR vs URI
+161.9%
-174.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.9% | -0.4% | +4.5% |
| 7D | -1.1% | -4.0% | +2.9% | +0.2% |
| 30D | -30.3% | +6.8% | -37.1% | -31.2% |
| 3M | -54.7% | -2.8% | -51.9% | -54.3% |
| 6M | -67.5% | +20.9% | -88.4% | -68.8% |
| YTD | -26.4% | +40.2% | -66.6% | -32.3% |
| 1Y | -49.5% | +34.1% | -83.6% | -53.1% |
| 3Y | -14.5% | +164.1% | -178.6% | -23.8% |
| All | -13.0% | +161.9% | -174.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling