+12.5%
USB vs URI
+18.5%
-6.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +2.1% |
| 7D | +2.4% | -4.3% | +6.7% | +2.6% |
| 30D | +6.6% | +4.6% | +2.0% | +6.3% |
| 3M | -4.1% | -2.1% | -2.0% | -4.1% |
| 6M | +12.5% | +21.9% | -9.5% | +8.9% |
| All | +12.5% | +18.5% | -6.0% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling