-55.9%
W vs URI
+203.0%
-258.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.4% |
| 7D | +0.2% | +6.7% | -6.6% | -5.0% |
| 30D | +6.8% | +8.9% | -2.0% | -0.8% |
| 3M | +10.7% | +0.5% | +10.1% | +8.8% |
| 6M | +86.3% | +20.7% | +65.7% | +55.9% |
| YTD | +11.5% | +40.0% | -28.6% | -24.8% |
| 1Y | +5.1% | +34.4% | -29.3% | -26.4% |
| 3Y | +171.0% | +149.5% | +21.5% | -3.6% |
| All | -55.9% | +203.0% | -258.9% | -89.6% |
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