A stronger brand image
Your links will be familiar and easily recognizable by your users. Inspire trust.
If your users trust your links, then they will click on them without hesitation. This is good for your business.
Long lasting links
By using your own domain you have ownership of your links even when changing platforms.
No prefix for short codes
With your own domain, no more "!" before your custom short codes for even shorter links.
Some well-known examples
Linking your custom domain requires changing its DNS and adding it to URLR. Here is a guide to do this.How to link my custom domain to URLR?