+163.6%
W vs URI
+905.3%
-741.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.6% |
| 7D | -4.2% | -2.0% | -2.2% | -3.1% |
| 30D | -7.6% | -12.9% | +5.4% | -0.3% |
| 3M | +37.2% | -6.7% | +43.9% | +41.8% |
| 6M | +26.3% | +19.0% | +7.3% | +10.7% |
| YTD | -1.0% | +25.5% | -26.5% | -17.2% |
| 1Y | +20.1% | +5.5% | +14.5% | +10.2% |
| 3Y | +37.8% | +111.3% | -73.5% | -12.6% |
| 5Y | -63.7% | +198.6% | -262.2% | -80.2% |
| 10Y | +156.3% | +1,179.9% | -1,023.6% | -27.6% |
| All | +163.6% | +905.3% | -741.7% | -28.8% |
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