+746.1%
USB vs URI
+7,134.6%
-6,388.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | -1.3% | -12.9% | +11.6% | +2.4% |
| 3M | +15.2% | -6.7% | +22.0% | +16.7% |
| 6M | +18.8% | +19.0% | -0.2% | +11.3% |
| YTD | +21.0% | +25.5% | -4.5% | +11.1% |
| 1Y | +34.0% | +5.5% | +28.5% | +28.7% |
| 3Y | +95.3% | +111.3% | -16.0% | +52.9% |
| 5Y | +40.4% | +198.6% | -158.2% | -1.3% |
| 10Y | +107.3% | +1,179.9% | -1,072.6% | -3.9% |
| All | +746.1% | +7,134.6% | -6,388.5% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling