-63.1%
W vs URI
+200.7%
-263.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.2% |
| 7D | -4.2% | -2.0% | -2.2% | -2.6% |
| 30D | -7.6% | -12.9% | +5.4% | +3.0% |
| 3M | +37.2% | -6.7% | +43.9% | +43.4% |
| 6M | +26.3% | +19.0% | +7.3% | +2.7% |
| YTD | -1.0% | +25.5% | -26.5% | -26.0% |
| 1Y | +20.1% | +5.5% | +14.5% | +4.2% |
| 3Y | +37.8% | +111.3% | -73.5% | -41.7% |
| All | -63.1% | +200.7% | -263.8% | -90.2% |
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 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