+316.1%
ADP vs URI
+1,189.1%
-873.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.6% |
| 7D | +3.2% | -6.0% | +9.2% | +4.5% |
| 30D | +12.8% | +4.6% | +8.2% | +11.1% |
| 3M | +12.3% | -2.7% | +15.0% | +12.3% |
| 6M | +45.4% | +18.4% | +27.0% | +37.3% |
| YTD | +21.4% | +37.4% | -16.0% | +8.3% |
| 1Y | +23.7% | +30.4% | -6.6% | +11.8% |
| 3Y | +43.6% | +147.9% | -104.3% | +3.4% |
| 5Y | +48.7% | +202.1% | -153.4% | -2.8% |
| 10Y | +316.1% | +1,182.4% | -866.3% | +76.8% |
| All | +316.1% | +1,189.1% | -873.0% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling