+96.6%
USB vs URI
+154.2%
-57.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +3.2% |
| 7D | +2.4% | -4.3% | +6.7% | +3.7% |
| 30D | +6.6% | +4.6% | +2.0% | +5.0% |
| 3M | -4.1% | -2.1% | -2.0% | -3.8% |
| 6M | +12.5% | +21.9% | -9.5% | +4.3% |
| YTD | +17.6% | +39.7% | -22.1% | +1.8% |
| 1Y | +36.5% | +32.9% | +3.6% | +20.4% |
| All | +96.6% | +154.2% | -57.6% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling