-54.2%
W vs URI
+166.6%
-220.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -2.3% |
| 7D | -3.6% | -9.8% | +6.2% | +4.2% |
| 30D | +7.0% | +1.7% | +5.2% | +4.9% |
| 3M | +7.4% | -9.1% | +16.4% | +14.4% |
| 6M | +69.3% | +9.9% | +59.4% | +52.6% |
| YTD | +11.3% | +31.2% | -19.9% | -20.9% |
| 1Y | +13.2% | +25.9% | -12.7% | -16.4% |
| 3Y | +142.0% | +147.4% | -5.4% | -14.8% |
| All | -54.2% | +166.6% | -220.8% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling